Stochastic volatility option pricing using a multinomial recombining tree
By: Petr_Kolov Date of post: 03.07.2017
Option Pricing using a Multinomial Recombining Tree. NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS. Regulating noisy short-selling of troubled firms.
EconBiz A-Z Beta About EconBiz Thesaurus STW News Help. My EconBiz Favorites Loans Reservations Fines.
Handbook of Modeling High-Frequency Data in Finance - Google Livres
Routledge, ISSN X, ZDB-ID Check Google Scholar More access options. In libraries around the world. In German libraries KVK.
Saved in bookmark lists. Similar items by person.
Searching for statistics or facts? Sitemap Contact us Imprint Privacy. Florescu, Ionut ; Viens, Frederi.
Rating 4,1 stars - 746 reviews