Pricing Options on Discrete Realized Variance with Partially Exact and Bounded Approximations
Year of publication: |
2015
|
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Authors: | Zheng, Wendong |
Other Persons: | Kwok, Yue Kuen (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 9, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2657966 [DOI] |
Classification: | G30 - Corporate Finance and Governance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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