Effective Stochastic Local Volatility Models
Year of publication: |
[2022]
|
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Authors: | Felpel, Mike ; Kienitz, Joerg ; McWalter, Thomas |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4016334 [DOI] |
Classification: | G12 - Asset Pricing ; C5 - Econometric Modeling ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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