Auflistung Hochschulbibliothek (BI) nach Schlagwort "Arbitrage Free Option Pricing , Markovian Regime Switching , Skew Tree Models , Implied Volatility Surface , Option Prices and Brexit Vote"

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      Simple and Good - Option Pricing with Regime Switching Skew Tree Models 

      Hausmann, Wilfried (Technische Hochschule Mittelhessen; Gießen, 2018)
      This article provides a contribution to the search for a stochastic model to describe the evolution of the prices of stocks and similar variables that matches the option prices observable on the market and their dynamics. ...