Arbitrage-free market models for option prices : the multi-strike case
Year of publication: |
2008
|
---|---|
Authors: | Schweizer, Martin ; Wissel, Johannes |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 4, p. 469-505
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Arbitrage Pricing | Arbitrage pricing | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
-
Hausmann, Wilfried, (2007)
-
Arbitrage-free market models for liquid options
Wissel, Johannes Stefan, (2008)
-
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin, (2003)
- More ...
-
Arbitrage-free market models for option prices : The multi-strike case
Schweizer, Martin, (2008)
-
Term structures of implied volatilities : Absence of arbitrage and existence results
Schweizer, Martin, (2006)
-
Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin, (2008)
- More ...