Valuing options in Heston's stochastic volatility model : another analytical approach
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Edition
-
This version: December 2009
- Language
-
Englisch
- Bibliographic citation
-
Tübinger Diskussionsbeitrag ; Nr. 326
- Classification
-
Wirtschaft
- Keyword
-
Optionspreistheorie
Analysis
Volatilität
Stochastischer Prozess
- Event
-
Veröffentlichung
- (where)
-
Tübingen
- (who)
-
Wirtschaftswiss. Fak. der Eberhard-Karls-Univ.
- (when)
-
2009
- Event
-
Veröffentlichung
- (where)
-
Tübingen
- (who)
-
Wirtschaftswiss. Seminar
- (when)
-
2009
- Creator
-
Frontczak, Robert
- URN
-
urn:nbn:de:bsz:21-opus-44222
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:52 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
- Frontczak, Robert
- Wirtschaftswiss. Fak. der Eberhard-Karls-Univ.
- Wirtschaftswiss. Seminar
Time of origin
- 2009
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Valuing Joint Ventures Using Real Options
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Valuing dynamic capabilities-based synergies with real options
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Valuing collaborative synergies with real options application: From dynamic political capabilities perspective
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Pricing of options under different volatility models