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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Broadie, Mark"
~person:"Ruckdeschel, Peter"
~subject:"Stochastic process"
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Stochastic process
Option pricing theory
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Optionspreistheorie
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Stochastischer Prozess
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Volatility
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Volatilität
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Broadie, Mark
Ruckdeschel, Peter
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Berichte des Fraunhofer ITWM
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Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
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2
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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