Numerical and analytical computation of the implied volatility from option price measurements under regime-switching

// <I>AMEE 2019<D> : Proceedings of the 45th International conference "Applications of mathematics in engineering and economics 2019", Sozopol, 7-13 june 2019, Ser. AIP conf. proc., 2172, 2019, Art. № 070007, DOI: 10.1063/1.5133543.

Детайли

Пор.№: 4962

ISBN: 978-073541919-3 ; ISSN 0094-243X ; eISSN 1551-7616
Отрасъл: Художествена литература
Забележка: SJR - 0.189/2021, SCImago Journal and Country Rank
Системен №: 22695
Допълнителна сигнатура: N 92

Действия

APA Chicago / Turabian (16th edition) Harvard MLA (7th edition)

Numerical and analytical computation of the implied volatility from option price measurements under regime-switching, , , 978-073541919-3 ; ISSN 0094-243X ; eISSN 1551-7616.

. Numerical and analytical computation of the implied volatility from option price measurements under regime-switching. : , , 978-073541919-3 ; ISSN 0094-243X ; eISSN 1551-7616.

() Numerical and analytical computation of the implied volatility from option price measurements under regime-switching, : , 978-073541919-3 ; ISSN 0094-243X ; eISSN 1551-7616

(). Numerical and analytical computation of the implied volatility from option price measurements under regime-switching. // <I>AMEE 2019<D> : Proceedings of the 45th International conference "Applications of mathematics in engineering and economics 2019", Sozopol, 7-13 june 2019, Ser. AIP conf. proc., 2172, 2019, Art. № 070007, DOI: 10.1063/1.5133543.. (4962),

Numerical and analytical computation of the implied volatility from option price measurements under regime-switching

Детайли

Допълнителна информация

Действия