An analysis of the bias in option pricing caused by a stochastic volatility
Year of publication: |
1988
|
---|---|
Authors: | Hull, John |
Other Persons: | White, Alan (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 3.1988, p. 29-61
|
Subject: | Derivat | Derivative | Börsenkurs | Share price | Theorie | Theory |
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