Pricing Vix Options with Stochastic Volatility and Random Jumps
Year of publication: |
2012
|
---|---|
Authors: | Lian, Guanghua ; Zhu, Song-Ping |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 23, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2065065 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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