Implied Volatility from Asian Options Via Monte Carlo Methods
Year of publication: |
2009
|
---|---|
Authors: | Yang, Zhaojun |
Other Persons: | Ewald, Christian-Oliver (contributor) ; Xiao, Yajun (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 2, pp. 153-178, 2009 Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kato, Takashi, (2014)
-
Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo
Guo, Ivan, (2016)
-
Pricing Autocallables under Local-Stochastic Volatility
Farkas, Walter, (2022)
- More ...
-
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS
YANG, ZHAOJUN, (2009)
-
Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun, (2009)
-
Implied Volatility from Asian Options Via Monte Carlo Methods
Ewald, Christian-Oliver, (2008)
- More ...