✦ LIBER ✦
Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes
✍ Scribed by Hideyuki Takada; Ushio Sumita; Hui Jin
- Book ID
- 106457330
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 403 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1387-5841
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