Pricing options on the maximum of two average prices under stochastic volatility models
Xingchun Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Xingchun |
| Subject: | Options on the maximum | rainbow options | stochastic correlation | stochastic volatility models | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionsgeschäft | Option trading | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1896671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411818