TY - GEN
AU - Zühlsdorff, Christian
TI - The Pricing of Derivatives on Assets with Quadratic Volatility
PB - University of Bonn, Bonn Graduate School of Economics (BGSE)
KW - G13
KW - quadratic volatility
KW - G12
KW - strong solutions
KW - smiles
KW - frowns
KW - stochastic differential equation
KW - option pricing
KW - implied volatility
PY - 2002
N2 - Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
ER -
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