Dynamic programming methods for the American option pricing problem with stochastic volatility /

Lignende værker

• Fractional cointegration in stochastic volatility models /
  af: Silva, Afonso Goncalves da.
• Optimization of Stochastic Discrete Systems and Control on Complex Networks
  af: Lozovanu, Dmitrii, et al.
  Udgivet: (2015)
• Global Uncertainty and the Volatility of Agricultural Commodities Prices
  af: Munier, Bertrand R
  Udgivet: (2014)
• Stability for the integro-differential variational inequalities of the American option pricing problem /
  af: Mastroeni, Loretta.
• Introduction to stochastic programming /
  af: Birge, John R.
  Udgivet: (1997)