Asymptotic and exact pricing of options on variance
Year of publication: |
2013
|
---|---|
Authors: | Keller-Ressel, Martin ; Muhle-Karbe, Johannes |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 1, p. 107-133
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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