Stochastic volatility : option pricing using a multinomial recombining tree
Year of publication: |
2008
|
---|---|
Authors: | Florescu, Ionuţ ; Viens, Frederi G. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 1/2, p. 151-181
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model |
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