Quanto pre-washing for jump diffusion models
Year of publication: |
2009
|
---|---|
Authors: | Wong, Hoi Ying ; Lau, Ka Yung |
Published in: |
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering. - Singapore : World Scientific Pub Co Inc, ISBN 981-4273-46-5. - 2009, p. 219-230
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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