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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Bibliographische Detailangaben
1. Verfasser:	Mastroeni, Loretta.
Format:	Artikel
Sprache:	English
Schlagworte:	Dynamic programming methods Markov property Stochastic volatility
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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

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