Stochastic volatility modeling
Main Author: | Bergomi, Lorenzo (Author) |
---|---|
Published: |
Boca Raton:
CRC Press, Taylor & Francis Group,
2016
|
Series: | Chapman & Hall/CRC financial mathematics series
|
Subjects: |
Similar Items
-
Stochastic simulation and applications in finance with MATLAB programs Huu Tue Huynh, Van Son Lai and Issouf Soumare.
by: Huynh, Huu Tue
Published: (2008) -
Stochastic calculus for finance 1 : the binomial asset pricing model Steven E. Shreve.
by: Shreve, Steven E.
Published: (2004) -
Stochastic filtering with applications in finance Ramaprasad Bhar.
by: Bhar, Ramaprasad
Published: (2010) -
Introductory stochastic analysis for finance and insurance by X.Sheldon Lin.
by: Lin, X. Sheldon
Published: (2006) -
Stochastic calculus of variations in financial mathematics Paul Malliavin and Anton Thalmaier.
by: Malliavin, Paul
Published: (2006)