Jump-Diffusion Processes : Volatility Smile Fitting and Numerical Methods for Pricing
Year of publication: |
[1999]
|
---|---|
Authors: | Andersen, Leif B. G. |
Other Persons: | Andreasen, Jesper (contributor) |
Publisher: |
[1999]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.171438 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Hedging barrier options: Current methods and alternatives
Dupont, Dominique Y., (2001)
-
Closed form integration of artificial neural networks with some applications
Gottschling, Andreas, (1999)
-
Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity
Zhao, Lin, (2015)
- More ...
-
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G., (2000)
-
Static replication of barrier options : some general results
Andersen, Leif B. G., (2002)
-
Andersen, Leif B. G., (1998)
- More ...