Option Valuation under Stochastic Volatility
This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.
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|This book is provided by Finance Press in its series Option Valuation under Stochastic Volatility with number ovsv and published in 2000.|
|Note:||Chapters 1, 2 and 6 are available online|
|Contact details of provider:|| Phone: (949)720-9614|
Web page: http://www.optioncity.net/
|The following chapters of this book are listed in IDEAS:|
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