Europpische Optionen im Brigo-Mercurio Hybridmodell (European Options in the Brigo-Mercurio Model)
Keyword(s):
2005 ◽
Vol 08
(02)
◽
pp. 239-253
◽
2016 ◽
Vol 38
(1)
◽
pp. B118-B143
◽
THE PRICING OF EUROPEAN OPTIONS UNDER THE CONSTANT ELASTICITY OF VARIANCE WITH STOCHASTIC VOLATILITY
2013 ◽
Vol 12
(01)
◽
pp. 1350004
◽
2007 ◽
Vol 18
(4)
◽
pp. 315-329
◽
Keyword(s):
2022 ◽
Vol 402
◽
pp. 113790