| #4915439 in Books | Springer | 2012-09-05 | Original language:English | PDF # 1 | 9.21 x.88 x6.14l,1.40 | File type: PDF | 362 pages | |
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a stochastic process. For instance, in the Hull-White model the volatility process is ...
You can specify the type of files you want, for your device.Analytically Tractable Stochastic Stock Price Models (Springer Finance) | Archil Gulisashvili.Not only was the story interesting, engaging and relatable, it also teaches lessons.
