An analytical approach to pricing American options under stochastic volatility /

مواد مشابهة

• Pricing American and European foreign currency options with stochastic volatility /
  بواسطة: Wang, Ping
  منشور في: (2002)
• Optimal futures hedge with stochastic basis : the case of oil futures /
  بواسطة: Lin, Weijing
  منشور في: (1999)
• Recombining tree for deterministic volatility functions /
  بواسطة: Zhao, Longkai
  منشور في: (1999)
• An empirical study of volatility components in the international equity market /
  بواسطة: Dong, Jian
  منشور في: (2001)
• Two essays on modelling conditional volatility of commodity futures returns /
  بواسطة: See, Kim Hock
  منشور في: (2000)