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Affine stochastic volatility
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Option pricing theory
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Option trading
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Optionsgeschäft
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Mercuri, L.
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Rroji, E.
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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ECONIS (ZBW)
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VIX computation based on affine stochastic volatility models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
Persistent link: https://www.econbiz.de/10011898628
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