Building a consistent pricing model from observed option prices
Jean-Paul Laurent and Dietmar P. J. Leisen
| Year of publication: |
1998
|
|---|---|
| Authors: | Laurent, Jean-Paul ; Leisen, Dietmar |
| Publisher: |
Bonn : Univ., Sonderforschungsbereich 303 |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Markov-Kette | Markov chain | Entropie | Entropy | Theorie | Theory |
| Extent: | 25 S |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. 443 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001355935