Derivatives in financial markets with stochastic volatility

This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and...

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Bibliographische Detailangaben
1. Verfasser: Fouque, Jean-Pierre
Format: Buch
Sprache:Undetermined
Veröffentlicht: New York Cambridge University Press 2000
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