Binomial option pricing under stochastic volatility and correlated state variables
Year of publication: |
1996
|
---|---|
Authors: | Hilliard, Jimmy E. |
Other Persons: | Schwartz, Adam (contributor) |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 4.1996, 1, p. 23-39
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
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