Solution of Stochastic Volatility Models Using Variance Transition Probabilities and Path Integrals
Year of publication: |
2012
|
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Authors: | Amin, Ahsan |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 13, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2149231 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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