Online-Publikation
Pricing of bond options : unspanned stochastic volatility and random field models
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783540707295
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Lizenzpflichtig
- Bibliographic citation
-
Lecture notes in economics and mathematical systems ; 615
- Keyword
-
Anleihe
Optionspreis
Preisbildung
Volatilität
Stochastisches Modell
- Event
-
Veröffentlichung
- (where)
-
Berlin, Heidelberg
- (who)
-
Springer
- (when)
-
2008
- Contributor
-
Repplinger, Detlef
- DOI
-
10.1007/978-3-540-70729-5
- URN
-
urn:nbn:de:1111-2008092566
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 1:55 PM CEST
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.
Object type
- Online-Publikation
Associated
- Repplinger, Detlef
- Springer
Time of origin
- 2008
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Pricing of options under different volatility models
Pricing of options under different volatility models
A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
Pricing options on variance in affine stochastic volatility models
Calendar spread exchange options pricing with Gaussian random fields
On the Pricing of Forward Starting Options under Stochastic Volatility
An open innovation intraday implied volatility for pricing Australian dollar options
Pricing and hedging index options under stochastic volatility: an empirical examination
Application of the Heath-Platen Estimator in Pricing Barrier and Bond Options
Pricing of bond options : unspanned stochastic volatility and random field models
Reconstructing volatility: Pricing of index options under rough volatility
Reconstructing volatility: Pricing of index options under rough volatility
Pricing of options under different volatility models
Pricing of options under different volatility models
A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
Pricing options on variance in affine stochastic volatility models
Calendar spread exchange options pricing with Gaussian random fields
On the Pricing of Forward Starting Options under Stochastic Volatility
An open innovation intraday implied volatility for pricing Australian dollar options
Pricing and hedging index options under stochastic volatility: an empirical examination