Tree estimation for Stochastic Volatility Models The Anderson SPDE
ISBN-13:
9783639127669
ISBN-10:
3639127668
Author:
Ionut Florescu
Publication date:
2010
Publisher:
VDM Verlag Dr. Müller
Format:
Paperback
116 pages
FREE US shipping
Book details
ISBN-13:
9783639127669
ISBN-10:
3639127668
Author:
Ionut Florescu
Publication date:
2010
Publisher:
VDM Verlag Dr. Müller
Format:
Paperback
116 pages
Summary
Tree estimation for Stochastic Volatility Models The Anderson SPDE (ISBN-13: 9783639127669 and ISBN-10: 3639127668), written by authors
Ionut Florescu, was published by VDM Verlag Dr. Müller in 2010.
With an overall rating of 4.5 stars, it's a notable title among other
books. You can easily purchase or rent Tree estimation for Stochastic Volatility Models The Anderson SPDE (Paperback) from BooksRun,
along with many other new and used
books
and textbooks.
And, if you're looking to sell your copy, our current buyback offer is $0.55.
Description
This text is divided into two parts. In the first part we present a methodology for approximating complex stochastic processes. Furthermore, we present an application to finance to calculate the price of American or European options when the price of the underlying equity obeys these complex processes. In the second part we investigate the exponential behavior of the solution of the parabolic Anderson model when the time goes to infinity. We show that the relevant quantity (the Lyapunov exponent) exists, and we provide tight lower and upper bounds for it.
We would LOVE it if you could help us and other readers by reviewing the book
{user}
{createdAt}
{truncated_title}
{author_block}
by {truncated_author}
