Option Pricing in Some Non-Levy Jump Models
Year of publication: |
2016
|
---|---|
Authors: | Li, Lingfei |
Other Persons: | Zhang, Gongqiu (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Derivat | Derivative | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM Journal on Scientific Computing, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 14, 2016 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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