Improved implementation of local volatility and its application to S&P 500 Index options
Year of publication: |
2010
|
---|---|
Authors: | Orosi, Greg |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 3, p. 53-64
|
Subject: | Optionsgeschäft | Option trading | Aktienindex | Stock index | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | USA | United States | 2000-2005 |
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