Pricing and Calibration in Local Volatility Models via Fast Quantization
Year of publication: |
2017
|
---|---|
Authors: | Callegaro, Giorgia |
Other Persons: | Fiorin, Lucio (contributor) ; Grasselli, Martino (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 13, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2495829 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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