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

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

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Hlavní autor:	Mastroeni, Loretta.
Médium:	Článek
Jazyk:	English
Témata:	Dynamic programming methods Markov property Stochastic volatility
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo otaguje tento záznam!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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