Pricing exotic options under local volatility
Year of publication: |
2005
|
---|---|
Authors: | Decamps, Marc ; Goovaerts, Marc J. ; De Schepper, Ann |
Published in: |
Tijdschrift voor economie en management. - Leuven : Katholieke Universiteit, ISSN 0772-7674, ZDB-ID 860333-9. - Vol. 50.2005, 1, p. 49-67
|
Subject: | Optionspreistheorie | Option pricing theory | Wertpapier | Securities | Hedging |
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