Model-free stochastic collocation for an arbitrage-free implied volatility: Part I
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1129-6569
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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online resource.
- Erschienen in
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Model-free stochastic collocation for an arbitrage-free implied volatility: Part I ; day:22 ; month:2 ; year:2019 ; pages:1-36
Decisions in economics and finance ; (22.2.2019), 1-36
- Klassifikation
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Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
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10.1007/s10203-019-00238-x
- URN
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urn:nbn:de:101:1-2019032023380809134304
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
- 14.08.2025, 10:48 MESZ
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Beteiligte
- Le Floc'h, Fabien
- Oosterlee, Cornelis W.
- SpringerLink (Online service)
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