Option pricing with constant and time-varying volatility
Year of publication: |
2009
|
---|---|
Authors: | Semmler, Willi ; Youssef, Karim M. |
Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 439-461
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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