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Multigrid for American option pricing with stochastic volatility

✍ Scribed by Clarke, Nigel; Parrott, Kevin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic Volatility Option Pricing

✍ Ball, Clifford A. (author);Roma, Antonio (author) 📂 Article 📅 1994 🏛 JSTOR 🌐 English ⚖ 405 KB

Stochastic Volatility Option Pricing

✍ Ball, Clifford A. (author);Roma, Antonio (author) 📂 Article 📅 1994 🏛 JSTOR 🌐 English ⚖ 405 KB

Option pricing with stochastic volatilit

✍ Herzel, Stefano 📂 Article 📅 2000 🏛 Springer ⚖ 150 KB

Stochastic volatility and option pricing

✍ Gkamas, D. 📂 Article 📅 2001 🏛 Taylor and Francis Group 🌐 English ⚖ 453 KB

American option pricing under stochastic

✍ Farid AitSahlia; Manisha Goswami; Suchandan Guha 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 227 KB

American option pricing under stochastic

✍ Farid AitSahlia; Manisha Goswami; Suchandan Guha 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 317 KB