Stochastic Volatility Models and Kelvin Waves
Year of publication: |
2012
|
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Authors: | Lipton, Alex |
Other Persons: | Sepp, Artur (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Physics A: Mathematical and Theoretical, Vol. 41, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2008 erstellt |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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