The Forward Smile in Local-Stochastic Volatility Models
Year of publication: |
2015
|
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Authors: | Mazzon, Andrea |
Other Persons: | Pascucci, Andrea (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Wechselkurs | Exchange rate | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 30, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2560300 [DOI] |
Classification: | G00 - Financial Economics. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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