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Option Valuation Under Stochastic Volatility

Download or Read eBook Option Valuation Under Stochastic Volatility PDF 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.
Option Valuation Under Stochastic Volatility
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Total Pages : 372
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ISBN-10 : UOM:39015049475927
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Rating : 4/5 (27 Downloads)

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

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Option Valuation Under Stochastic Volatility Related Books

Option Valuation Under Stochastic Volatility
Language: en
Pages: 372
Authors: Alan L. Lewis
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher:

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Option Valuation Under Stochastic Volatility II
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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
Option Pricing Models and Volatility Using Excel-VBA
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This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website i
Derivatives in Financial Markets with Stochastic Volatility
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Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

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This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Language: en
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This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Sc
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