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The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques

✍ Scribed by Griebsch, Susanne A.

Book ID
120544766
Publisher
Springer US
Year
2012
Tongue
English
Weight
605 KB
Volume
16
Category
Article
ISSN
1380-6645

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This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the internationa