Explicit Implied Volatilities for Multifactor Local-Stochastic Volatility Models
Year of publication: |
2014
|
---|---|
Authors: | Lorig, Matthew |
Other Persons: | Pagliarani, Stefano (contributor) ; Pascucci, Andrea (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2283874 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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