Towards a coherent volatility pricing model: an empirical comparison
Year of publication: |
2000
|
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Authors: | Figà-Talamanca, Gianna ; Guerra, Maria Letizia |
Published in: |
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-1282-X. - 2000, p. 159-169
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Vergleich | Comparison | Theorie | Theory |
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