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~institution:"Karlsruher Institut für Technologie"
~institution:"National Bureau of Economic Research"
~institution:"Svenska Handelshögskolan <Helsinki>"
~person:"Söderman, Ronnie"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Option pricing theory
Volatilität
Optionspreistheorie
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Söderman, Ronnie
Ait-Sahalia, Yacine
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Karlsruher Institut für Technologie
National Bureau of Economic Research
Svenska Handelshögskolan <Helsinki>
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ECONIS (ZBW)
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Pricing
index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
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2
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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3
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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