Volatilty smile by multilevel least square
Year of publication: |
2002
|
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Authors: | Achdou, Yves ; Pironneau, Olivier |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 5.2002, 6, p. 619-643
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: International journal of theoretical and applied finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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