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

Ítems similars

• Fractional cointegration in stochastic volatility models /
  per: Silva, Afonso Goncalves da.
• Optimization of Stochastic Discrete Systems and Control on Complex Networks
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• Global Uncertainty and the Volatility of Agricultural Commodities Prices
  per: Munier, Bertrand R
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• Stability for the integro-differential variational inequalities of the American option pricing problem /
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• Introduction to stochastic programming /
  per: Birge, John R.
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