Option Hedging and Valuation Under Stochastic Volatility

Option Hedging and Valuation Under Stochastic Volatility
Author :
Publisher :
Total Pages : 292
Release :
ISBN-10 : UCSD:31822021199781
ISBN-13 :
Rating : 4/5 (81 Downloads)

Book Synopsis Option Hedging and Valuation Under Stochastic Volatility by : Joshua Rosenberg

Download or read book Option Hedging and Valuation Under Stochastic Volatility written by Joshua Rosenberg and published by . This book was released on 1996 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This book is a sequel to the author's well-received "Option Valuation under Stochastic Volatility." It extends that work to jump-diffusions and many related top