Stochastic Volatility : Option Pricing Using a Multinomial Recombining Tree
Year of publication: |
2018
|
---|---|
Authors: | Florescu, Ionut |
Other Persons: | Viens, Frederi (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance, Vol. 15, No. 2, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2005 erstellt |
Classification: | C2 - Econometric Methods: Single Equation Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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