✦ LIBER ✦

The Pricing of Options on Assets with Stochastic Volatilities

✍ Scribed by John Hull and Alan White

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asset Pricing with Stochastic Volatility

✍ G. Kallianpur; J. Xiong 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 106 KB

Option pricing with stochastic volatilit

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

Asymptotic expansion for pricing options

✍ Mei Choi Chiu; Yu Wai Lo; Hoi Ying Wong 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 254 KB

Pricing Options On Risky Assets In A Sto

✍ Kaushik I. Amin; Robert A. Jarrow 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 822 KB

Identifying the volatility of underlying

✍ Lishang, Jiang; Youshan, Tao 📂 Article 📅 2001 🏛 Institute of Physics 🌐 English ⚖ 156 KB

Multigrid for American option pricing wi

✍ Clarke, Nigel; Parrott, Kevin 📂 Article 📅 1999 🏛 Taylor and Francis Group 🌐 English ⚖ 335 KB