✦ LIBER ✦

Option prices under stochastic volatility

✍ Scribed by Jiguang Han; Ming Gao; Qiang Zhang; Yutian Li

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bounds on European Option Prices under S

✍ Rüdiger Frey; Carlos A. Sin 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB

Pricing options under stochastic volatil

✍ Fabio Antonelli; Sergio Scarlatti 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 601 KB

Pricing FTSE 100 index options under sto

✍ Yueh-Neng Lin; Norman Strong; Xinzhong Xu 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB 👁 1 views

Pricing American options under stochasti

✍ Alexey Medvedev; Olivier Scaillet 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 696 KB

Pricing Options under Generalized GARCH

✍ Peter Ritchken; Rob Trevor 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 310 KB

American option pricing under stochastic

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