Exotic Option Pricing in Stochastic Volatility Levy Models and with Fractional Brownian Motion
Year of publication: |
2007
|
---|---|
Authors: | Graf, Ferdinand |
Publisher: |
Universität Konstanz / Fachbereich Wirtschaftswissenschaften. Fachbereich Wirtschaftswissenschaften |
Subject: | stochastic volatility | exotic options | bonus certificates | express certificates | barrier options | Levy process | Ornstein-Uhlenbeck process | BNS |
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