Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models (Q3459711): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/978-3-319-12307-3_17 / rank | |||
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| Property / OpenAlex ID: W2174079044 / rank | |||
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| Property / cites work: PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE / rank | |||
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| Property / cites work: ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS / rank | |||
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| Property / cites work: Implementing models in quantitative finance: methods and cases / rank | |||
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| Property / cites work: Q3923307 / rank | |||
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Latest revision as of 08:04, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models |
scientific article |
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Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models (English)
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11 January 2016
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