A Unified Tree Approach For Options Pricing Under Stochastic Volatility Models
Year of publication: |
2022
|
---|---|
Authors: | Lo, Chia ; Nguyen, Duy ; Skindilias, Konstantinos |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance Research Letters, Vol. 20, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2016 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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