Valuing options in Heston's stochastic volatility model : another analytical approach
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Ausgabe
-
This version: December 2009
- Sprache
-
Englisch
- Erschienen in
-
Tübinger Diskussionsbeitrag ; Nr. 326
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Optionspreistheorie
Analysis
Volatilität
Stochastischer Prozess
- Ereignis
-
Veröffentlichung
- (wo)
-
Tübingen
- (wer)
-
Wirtschaftswiss. Fak. der Eberhard-Karls-Univ.
- (wann)
-
2009
- Ereignis
-
Veröffentlichung
- (wo)
-
Tübingen
- (wer)
-
Wirtschaftswiss. Seminar
- (wann)
-
2009
- Urheber
-
Frontczak, Robert
- URN
-
urn:nbn:de:bsz:21-opus-44222
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:52 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Frontczak, Robert
- Wirtschaftswiss. Fak. der Eberhard-Karls-Univ.
- Wirtschaftswiss. Seminar
Entstanden
- 2009
Ähnliche Objekte (12)
Valuing options in Heston's stochastic volatility model: Another analytical approach
Valuing joint ventures using real options
Valuing Joint Ventures Using Real Options
Valuing dynamic capabilities-based synergies with real options
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Forest of stochastic trees: A method for valuing multiple exercise options
Valuing collaborative synergies with real options application: From dynamic political capabilities perspective
Valuing quality
Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Options trading driven by volatility directional accuracy
Pricing of options under different volatility models
Valuing options in Heston's stochastic volatility model: Another analytical approach
Valuing joint ventures using real options
Valuing Joint Ventures Using Real Options
Valuing dynamic capabilities-based synergies with real options
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Forest of stochastic trees: A method for valuing multiple exercise options
Valuing collaborative synergies with real options application: From dynamic political capabilities perspective
Valuing quality
Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Options trading driven by volatility directional accuracy
Pricing of options under different volatility models
Valuing options in Heston's stochastic volatility model: Another analytical approach
Valuing joint ventures using real options
Valuing Joint Ventures Using Real Options
Valuing dynamic capabilities-based synergies with real options
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Forest of stochastic trees: A method for valuing multiple exercise options
Valuing collaborative synergies with real options application: From dynamic political capabilities perspective
Valuing quality
Modeling asymmetric volatility in the Chicago Board Options Exchange Volatility Index
Options trading driven by volatility directional accuracy