Optimal volatility dependent derivatives in the stochastic volatility model
Artem Dyachenko and Marc Oliver Rieger
| Year of publication: |
2021
|
|---|---|
| Authors: | Dyachenko, Artem ; Rieger, Marc Oliver |
| Subject: | Derivatives | fixed income and structured finance | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Anleihe | Bond |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2020.1.122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012612918