Double Gamma Stochastic Volatility Model in Discrete Time
Year of publication: |
2017
|
---|---|
Authors: | Hirsa, Ali |
Other Persons: | Heidari, Massoud (contributor) ; Madan, Dilip B. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 21, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.2955794 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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