Empirical Performance of Option Pricing Models with Stochastic Local Volatility
Year of publication: |
2014
|
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Authors: | Orosi, Greg |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Mathematical Modelling and Applied Computing (MMAC), Vol. 1, No. 1, pp. 49–64, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2010 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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