Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models
Year of publication: |
2020
|
---|---|
Authors: | Kirkby, Justin |
Other Persons: | Nguyen, Duy (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 14, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3580544 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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