Option Valuation Under Stochastic Volatility With Mathematica Code

Documents similaires

• Pricing Exotic Option Under Stochastic Volatility Model
  par: Li, Pengshi
• Market application of the fuzzy-stochastic approach in the heston option pricing model
  par: Figà-Talamanca, Gianna
• Analysis of the Nonlinear Option Pricing Model Under Variable Transaction Costs
  par: Ševčovič, Daniel
• Option Valuation Analyzing and Pricing Standardized Option Contracts
  par: Gibson, Rajna
  Publié: (1991)
• Currency option pricing with stochastic interest rates and transaction costs <a> theoretical model
  par: Tamborski, Mariusz
  Publié: (1994)