@misc
{TN_libero_mab2,
author = {
Zühlsdorff, Christian
},
title = {
The Pricing of Derivatives on Assets with Quadratic Volatility
},
publisher = {University of Bonn, Bonn Graduate School of Economics (BGSE)},
keywords = {
G13
,
quadratic volatility
,
G12
,
strong solutions
,
smiles
,
frowns
,
stochastic differential equation
,
option pricing
,
implied volatility
},
year = {2002},
abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},
}