Option pricing with stochastic valotility following a finite Markov Chain
Chen Guo
| Year of publication: |
1998
|
|---|---|
| Authors: | Guo, Chen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 7.1998, 4, p. 407-415
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of economics & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001427810