Implied remaining variance in derivative pricing
Peter Carr and Jian Sun
| Year of publication: |
2014
|
|---|---|
| Authors: | Carr, Peter ; Sun, Jian |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 23.2014, 4, p. 19-32
|
| Subject: | Swap | Optionspreistheorie | Option pricing theory | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10010388877