Empirical Performance of Option Pricing Models Based on Time-Changed Lévy Processes
Year of publication: |
2010
|
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Authors: | Dahlbokum, Achim |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (68 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1675321 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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