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

समान संसाधन

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