Non-affine option pricing
Year of publication: |
2004
|
---|---|
Authors: | Chourdakis, Kyriakos |
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. 11.2003, 3, p. 10-25
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Markov-Kette | Markov chain |
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