Analytic Methods for Pricing Double Barrier Options in the Presence of Stochastic Volatility
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Kaiserslautern, Univ., Diplomarbeit, 2002
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Kaiserslautern
- (who)
-
Technische Universität Kaiserslautern
- (when)
-
2002
- Creator
-
Faulhaber, Oliver
- URN
-
urn:nbn:de:hbz:386-kluedo-12421
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:51 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Faulhaber, Oliver
- Technische Universität Kaiserslautern
Time of origin
- 2002
Other Objects (12)
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Pricing of options under different volatility models
Pricing of options under different volatility models
Options trading driven by volatility directional accuracy
Options trading driven by volatility directional accuracy
Force dependent barriers from analytic potentials within elastic environments
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Pricing of options under different volatility models
Pricing of options under different volatility models
Options trading driven by volatility directional accuracy
Options trading driven by volatility directional accuracy
Force dependent barriers from analytic potentials within elastic environments
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Pricing of options under different volatility models
Pricing of options under different volatility models
Options trading driven by volatility directional accuracy
Options trading driven by volatility directional accuracy