Open AccessMODELOS DE VOLATILIDADE ESTOCÁSTICA PARA APREÇAMENTO DE OPÇÕES DE AÇÕES NO MERCADO BRASILEIRO
Author(s) -
RODRIGO E ALVIM ALEXANDRE
Publication year - 2017
Language(s) - Spanish
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.36733
Subject(s) - stylized fact , implied volatility , stochastic volatility , economics , heston model , volatility smile , econometrics , valuation of options , volatility (finance) , black–scholes model , forward volatility , sabr volatility model , financial economics , keynesian economics
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