Stochastic volatility option pricing
Year of publication: |
1994
|
---|---|
Authors: | Ball, Clifford A. |
Other Persons: | Roma, Antonio (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 29.1994, 4, p. 589-607
|
Subject: | Fourier Option Pricing | Power Series Option Pricing | Optionsgeschäft | Option trading | CAPM | Theorie | Theory |
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