Equity options, credit default swaps e leverage: un semplice modello a volatilita' stocastica per i derivati azionari e creditizi
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More about this item
Keywordsequity options; credit default swaps; leverage; volatilita' stocastica; opzioni perpetue; first-touch digitals; lettere greche; probabilita' dÕinsolvenza; put-call parity.;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-28 (All new papers)
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