Option pricing in an investment risk-return setting
Stoyan V. Stoyanov, Svetlozar T. Rachev, Abootaleb Shirvani and Frank J. Fabozzi
| Year of publication: |
2022
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|---|---|
| Authors: | Stoyanov, Stoyan V. ; Račev, Svetlozar T. ; Shirvani, Abootaleb ; Fabozzi, Frank J. |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 14, p. 1625-1638
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| Subject: | binomial pricing trees | mean-variance portfolio | Merton jump diffusions | Option pricing | stochastic continuous diffusions | stochastic volatility | volatility-of-volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | CAPM | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1980490 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012875529