Approximate and PDE Solution to the Boundary Free SABR Model - Applications to Pricing and Calibration
Year of publication: |
2015
|
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Authors: | Kienitz, Joerg |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 30, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2647344 [DOI] |
Classification: | C13 - Estimation ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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