The Pricing of Derivatives on Assets with Quadratic Volatility
Year of publication: |
2002
|
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Authors: | Zühlsdorff, Christian |
Publisher: |
Bonn : University of Bonn, Bonn Graduate School of Economics (BGSE) |
Subject: | strong solutions | stochastic differential equation | option pricing | quadratic volatility | implied volatility | smiles | frowns |
Series: | Bonn Econ Discussion Papers ; 5/2002 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 869493965 [GVK] hdl:10419/78398 [Handle] RePEc:zbw:bonedp:52002 [RePEc] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian, (2002)
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The Pricing of Derivatives on Assets with Quadratic Volatility
Zühlsdorff, Christian, (2002)
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The pricing of derivatives on assets with quadratic volatility
Zuhlsdorff, Christian, (2001)
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The Pricing of Derivatives on Assets with Quadratic Volatility
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