Comment on 'The Large-Maturity Smile for the Heston Model'
Year of publication: |
2012
|
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Authors: | Bernard, Carole |
Other Persons: | Cui, Zhenyu (contributor) ; McLeish, Don (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (9 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 20, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2026092 [DOI] |
Classification: | C02 - Mathematical Methods ; C63 - Computational Techniques ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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