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Changes of measure for the square-root stochastic volatility process
Changes of measure for the square-root stochastic volatility process This abstract describes a paper ... paper that considers the square-root process and its time integral as they occur in pricing options in stochastic ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2010
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Option Pricing With Stochastic Volatility: Applying Parseval's Theorem
Option Pricing With Stochastic Volatility: Applying Parseval's Theorem This is the ... Applying Parseval's Theorem This is the abstract for the presentation on option pricing with stochastic ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2010