Simple and good - option pricing with regime switching skew tree models
Wilfried Hausmann
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Hausmann, Wilfried |
| Institutions: | Technische Hochschule Mittelhessen (issuing body) |
| Publisher: |
2018: Gießen : Technische Hochschule Mittelhessen |
| Subject: | Arbitrage Free Option Pricing | Markovian Regime Switching | Skew Tree Models | Implied Volatility Surface | Option Prices and Brexit Vote | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Markov-Kette | Markov chain | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
| Extent: | 1 Online-Ressource (circa 89 Seiten) Illustrationen |
|---|---|
| Series: | THM-Hochschulschriften. - Friedberg : Der Präsident der Technischen Hochschule Mittelhessen, ISSN 2568-3020, ZDB-ID 2911801-3. - Vol. Band 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISSN: | 2568-0803 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012155050