Nonlinear models in option pricing : an introduction
Year of publication: |
2008
|
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Authors: | Ehrhardt, Matthias |
Published in: |
Nonlinear models in mathematical finance : new research trends in option pricing. - New York, NY : Nova Science Publ., ISBN 978-1-60456-931-5. - 2008, p. 1-19
|
Subject: | Optionspreistheorie | Option pricing theory | Nichtlineare Regression | Nonlinear regression | Black-Scholes-Modell | Black-Scholes model |
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