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A General Formula for Option Prices in s Stochastic Volatility Model
B. (2000). Spanning and derivative- security valuation. J. Financial Economics 55: 205-238. Borovkov ... 895. Carr, P., and Madan, D.B. (1999). Option valuation using the fast Fourier transform. J. Computational ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models