Efficient pricing algorithms for exotic derivatives

Efficient pricing algorithms for exotic derivatives

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a€œStock-price distributions with stochastic volatility a€“ an analytic approacha€, Review of Financial Studies, vol. 4, pp. 727-752. Oa#39;SULLIVAN ... G.W.P. (1999B). a€œTopics in Mathematical Financea€, PhD thesis, University of Cambridge, available at:anbsp;...


Title:Efficient pricing algorithms for exotic derivatives
Author:Roger Lord
Publisher:Rozenberg Publishers - 2008
ISBN-13:

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