Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms
Year of publication: |
2012
|
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Authors: | Chiarella, Carl |
Other Persons: | Ziogas, Andrew (contributor) ; Ziveyi, Jonathan (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Analysis | Mathematical analysis | Optionsgeschäft | Option trading |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Contemporary Quantitative Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March, 10 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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