New approaches to advanced stochastic volatility models and American options

URI: http://urn.fi/URN:NBN:fi:bib:me:W01017198900
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  • en
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  • New approaches to advanced stochastic volatility models and American options
  • Option pricing with expansion methods :
  • Option pricing with expansion methods : new approaches to advanced stochastic volatility models and American options
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Option pricing with expansion methods :

URI: http://urn.fi/URN:NBN:fi:bib:me:I01017198901
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  • 9789521538445
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name
  • Option pricing with expansion methods :

Option pricing with expansion methods : new approaches to advanced stochastic volatility models and American options

URI: http://urn.fi/URN:NBN:fi:bib:me:I01017198902
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  • Option pricing with expansion methods : new approaches to advanced stochastic volatility models and American options
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Option pricing with expansion methods : new approaches to advanced stochastic volatility models and American options

URI: http://urn.fi/URN:NBN:fi:bib:me:I01017198900
datePublished
  • 2016
description
  • Valvoja: Juho Kanniainen.
isbn
  • 9789521538278
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name
  • New approaches to advanced stochastic volatility models and American options
  • Option pricing with expansion methods : new approaches to advanced stochastic volatility models and American options
numberOfPages
  • v, 103 sivua
P60048
P60050
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  • location: Tampere organizer: Tampereen teknillinen korkeakoulu Tampereen teknillinen yliopisto. Optoelektroniikan tutkimuskeskus
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