First and Second Order Greeks in the Heston Model
Year of publication: |
2014
|
---|---|
Authors: | Chan, Jiun Hong |
Other Persons: | Joshi, Mark S. (contributor) ; Zhu, Dan (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Griechenland | Greece | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 26, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1718102 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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