The Valuation of Volatility Options (Q2707034)

From MaRDI portal
Revision as of 18:16, 21 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
The Valuation of Volatility Options
scientific article

    Statements

    title
    The Valuation of Volatility Options (English)
    0 references
    publication date
    1 February 2002
    0 references
    zbMATH Keywords
    American options
    0 references
    early exercise premium
    0 references
    European options
    0 references
    hedging
    0 references
    optimal exercise
    0 references
    stochastic volatility
    0 references
    viability
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    60H10
    0 references
    60G15
    0 references
    zbMATH DE Number
    1582574
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2707034&oldid=22279747"
    Powered by MediaWiki