Exotic derivatives under stochastic volatility models with jumps
Year of publication: |
2011
|
---|---|
Authors: | Mijatovi´c, Aleksandar ; Pistorius, Martijn |
Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 455-508
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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