Performance of advanced stock price models when it becomes exotic : an empirical study
Year of publication: |
2022
|
---|---|
Authors: | Junike, Gero ; Schoutens, Wim ; Stier, Hauke |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 18.2022, 1, p. 109-119
|
Subject: | Advanced stock price models | Barrier options | Empirical performance | Stochastic volatility for Lévy processes | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Volatilität | Volatility | Optionsgeschäft | Option trading |
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