Financial modeling in a fast mean-reverting stochastic volatility environment
Year of publication: |
1999
|
---|---|
Authors: | Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Kaushik Ronnie |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 6.1999, 1, p. 37-48
|
Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Volatilität | Volatility | Theorie | Theory |
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