Canonical valuation of options in the presence of stochastic volatility
Year of publication: |
2005
|
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Authors: | Gray, Philip K. ; Newman, Scott |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 1, p. 1-19
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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