From Implied to Local Volatility Surface
Year of publication: |
2012
|
---|---|
Authors: | Bloch, Daniel Alexandre |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (93 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 25, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2091117 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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