Black-Scholes in a CEV Random Environment : A New Approach to Smile Modelling
Year of publication: |
2015
|
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Authors: | Jacquier, Antoine (Jack) |
Other Persons: | Roome, Patrick (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 27, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2586055 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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