Multifactor implied volatility functions for HJM models
I-Doun Kuo; Dean A. Paxson
| Year of publication: |
2006
|
|---|---|
| Authors: | Kuo, I.-doun ; Paxson, Dean A. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 8, p. 809-833
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003353665