From implied to spot volatilities
Valdo Durrleman
| Year of publication: |
2010
|
|---|---|
| Authors: | Durrleman, Valdo |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 2, p. 157-177
|
| Subject: | Ito-Wentzell formula | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Martingal | Martingale | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003951488