| #4515229 in Books | Springer | 2012-09-05 | Original language:English | PDF # 1 | 9.20 x1.00 x6.10l,1.40 | File type: PDF | 362 pages | ||From the Back Cover||Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a stochastic process. For instance, in the Hull-White model the volatility process is ...
You easily download any file type for your device.Analytically Tractable Stochastic Stock Price Models (Springer Finance) | Archil Gulisashvili. I was recommended this book by a dear friend of mine.
