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

Antzeko izenburuak

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