Option pricing theory for financial assets with memory

Erstveröffentlichung

2008

Authors

Schulz, Michael

Wissenschaftlicher Artikel

Published in

Annalen der Physik ; 520 (2008), 2-3. - S. 130-141. - ISSN 0003-3804. - eISSN 1521-3889

Link to publication

https://dx.doi.org/10.1002/andp.200852002-309

Faculties

Fakultät für Naturwissenschaften

Institutions

Institut für Theoretische Physik

Subject headings

[Free subject headings]: diffusion | non-Markov processes | option pricing theory | CURRENCY OPTIONS | TERM STRUCTURE | STOCK-MARKET | VOLATILITY | VARIANCE | MODEL | VALUATION | RETURNS | RISK
[DDC subject group]: DDC 530 / Physics

Metadata

Show full item record