Computing Journal : Stochastic-volatility Models with Optional Jumps
Year of publication: |
2015
|
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Authors: | Pretre, Anna |
Other Persons: | Susinno, Gabriele (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 27, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.2487746 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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