American option pricing under stochastic volatility : an empirical evaluation
Year of publication: |
2010
|
---|---|
Authors: | AitSahlia, Farid ; Goswami, Manisha ; Guha, Suchandan |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 7.2010, 2, p. 189-206
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
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