Pricing an American call under stochastic volatility and interest rates
Year of publication: |
2014
|
---|---|
Authors: | Kang, Boda ; Meyer, Gunter H. |
Published in: |
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella. - Cham : Springer, ISBN 978-3-319-07469-6. - 2014, p. 291-314
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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