Gamma Expansion of the Heston Stochastic Volatility Model
Year of publication: |
[2011]
|
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Authors: | Glasserman, Paul |
Other Persons: | Kim, Kyoung-Kuk (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1279850 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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