The pricing of derivatives on assets with quadratic volatility
Year of publication: |
2001
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Authors: | Zühlsdorff, Christian |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 8.2001, 4, p. 235-262
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Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Nichtlineare Optimierung | Nonlinear programming | Theorie | Theory |
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