Option Valuation Under Stochastic Volatility

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Option Valuation Under Stochastic Volatility

Option Valuation Under Stochastic Volatility
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Total Pages : 372
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ISBN-10 : UOM:39015049475927
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Rating : 4/5 ( Downloads)

Book Synopsis Option Valuation Under Stochastic Volatility by : Alan L. Lewis

Download or read book Option Valuation Under Stochastic Volatility written by Alan L. Lewis and published by . This book was released on 2000 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Option Valuation Under Stochastic Volatility Related Books

Option Valuation Under Stochastic Volatility
Language: en
Pages: 372
Authors: Alan L. Lewis
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher:

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This book is a sequel to the author's well-received "Option Valuation under Stochastic Volatility." It extends that work to jump-diffusions and many related top
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