Modeling and Pricing of Swaps for Local Stochastic Volatilities with Delay and Jumps
Year of publication: |
2009
|
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Authors: | Swishchuk, Anatoliy V. |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Swap | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1445598 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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