Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Year of publication: |
2013
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Authors: | Xu, Zheng |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 3, p. 369-373
|
Subject: | Estimation | Stochastic volatility | Pricing formulae | Option data | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | CAPM | Schätzung | Schätztheorie | Estimation theory | Black-Scholes-Modell | Black-Scholes model |
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