Compound option pricing under stochastic volatility
Year of publication: |
2016
|
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Authors: | Leccadito, Arturo ; Russo, Emilio |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 5.2016, 2/4, p. 97-110
|
Subject: | compound options | stochastic volatility | contingent claims | binomial trees | discrete-time models | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Experiment |
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