Fast quantization of stochastic volatility models
Ralph Rudd, Thomas A. McWalter Jörg Kienitz and Eckhard Platen
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Rudd, Ralph ; McWalter, Thomas A. ; Kienitz, Jörg ; Platen, Eckhard |
| Publisher: |
Sydney : Quantitative Finance Research Centre, University of Technology Sydney |
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
freely available
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 382 (May 2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011778174