Option Valuation Under Stochastic Volatility

Author	: Alan L. Lewis
Publisher	:
Total Pages	: 372
Release	: 2000
ISBN-10	: UOM:39015049475927
ISBN-13	:
Rating	: 4/5 (27 Downloads)

DOWNLOAD EBOOK

Book Synopsis Option Valuation Under Stochastic Volatility by : Alan L. Lewis

Download or read book Option Valuation Under Stochastic Volatility written by Alan L. Lewis and published by . This book was released on 2000 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Option Valuation Under Stochastic Volatility Related Books

Language: en
Pages: 372

Option Valuation Under Stochastic Volatility

Authors: Alan L. Lewis

Categories: Business & Economics

Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 748

Option Valuation Under Stochastic Volatility II

Authors: Alan L. Lewis

Categories:

Type: BOOK - Published: 2016-05-12 - Publisher:

DOWNLOAD EBOOK

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

Language: en
Pages: 66

Option Valuation Under Stochastic Volatility

Authors: Robert Dent Reeves

Categories:

Type: BOOK - Published: 1989 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 222

Derivatives in Financial Markets with Stochastic Volatility

Authors: Jean-Pierre Fouque

Categories: Business & Economics

Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.

Language: en
Pages: 79

Long Range Stochastic Volatility with Two Scales in Option Pricing

Authors: Li Kong

Categories:

Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

We exploit a general framework, a martingale approach method, to estimate the derivative price for different stochastic volatility models. This method is a very