Implementation of local stochastic volatility model in FX derivatives
J. Zheng and X. Yuan
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Zheng, J. ; Yuan, X. |
| Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 57-69
|
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Stochastische Volatilität | Stochastic volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-662-54486-0_4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794953