Monte Carlo option pricing with asymmetric realized volatility dynamics

✍ Scribed by David E. Allen; Michael McAleer; Marcel Scharth

• Book ID: 108200501
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 453 KB
• Volume: 81
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/j.matcom.2010.06.010