Quanto Option Pricing in the Parsimonious Heston Model
Year of publication: |
2009
|
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Authors: | Dimitroff, Georgi ; Szimayer, Alexander ; Wagner, Andreas |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1477387 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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