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~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
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Volatility
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von
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1996
Persistent link: https://www.econbiz.de/10000934033
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
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3
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
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1995
Persistent link: https://www.econbiz.de/10000924111
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4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
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