Analytical comparisons of option prices in stochastic volatility models
Year of publication: |
2005
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Authors: | Henderson, Vicky |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 1, p. 49-59
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Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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