Lévy processes driven by stochastic volatility
Year of publication: |
2007
|
---|---|
Authors: | Chourdakis, Kyriakos |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 12.2005, 4, p. 333-352
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Volatilität | Volatility |
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