Stochastic volatility, smile & asymptotics
Year of publication: |
1999
|
---|---|
Authors: | Sircar, Kaushik Ronnie ; Papanicolaou, George |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 2, p. 107-145
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Hedging | Theorie | Theory |
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