Alpha-Root Processes for Derivatives Pricing
Year of publication: |
2010
|
---|---|
Authors: | Balakrishna, B.S. |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 11, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1534679 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models
Remillard, Bruno, (2016)
-
An Orthogonal Series Expansions Method to Hedge and Price European-Type Options
Chan, Ron, (2017)
-
Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents
Flint, Emlyn James, (2017)
- More ...
-
Levy Subordinator Model : A Two Parameter Model of Default Dependency
Balakrishna, B.S., (2011)
-
Levy Subordinator Model of Default Dependency
Balakrishna, B.S., (2010)
-
On Multi-Particle Brownian Survivals and the Spherical Laplacian
Balakrishna, B.S., (2013)
- More ...