Closed Form Option Pricing Under Generalized Hermite Expansions
Year of publication: |
2018
|
---|---|
Authors: | Drimus, Gabriel |
Other Persons: | Farkas, Walter (contributor) ; Necula, Ciprian (contributor) ; Sokko, Anastasiia (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2349868 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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