The pricing of options on assets with stochastic volatilities
Year of publication: |
1999
|
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Authors: | Hull, John ; White, Alan |
Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 323-344
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Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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