Pricing discrete barrier options under stochastic volatility
Year of publication: |
2012
|
---|---|
Authors: | Shiraya, Kenichiro ; Takahashi, Akihiko ; Yamada, Toshihiro |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 19.2012, 3, p. 205-232
|
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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