Fast Hilbert Transform Algorithms for Pricing Discrete Timer Options Under Stochastic Volatility Models
Year of publication: |
2015
|
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Authors: | Zeng, Pingping |
Other Persons: | Kwok, Yue Kuen (contributor) ; Zheng, Wendong (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 12, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2465747 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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