Modelling and Simulation of Stochastic Volatility in Finance More Books Like This

Tools for Computational Finance Tools for Computational Finance
Tools for Computational Finance
2009
Fitting Local Volatility Fitting Local Volatility
Fitting Local Volatility
2020
Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
2014
GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE
GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE
2021
Stochastic Processes and Calculus Stochastic Processes and Calculus
Stochastic Processes and Calculus
2015
Stochastic Calculus of Variations in Mathematical Finance Stochastic Calculus of Variations in Mathematical Finance
Stochastic Calculus of Variations in Mathematical Finance
2006
Handbook of Heavy Tailed Distributions In Finance Handbook of Heavy Tailed Distributions In Finance
Handbook of Heavy Tailed Distributions In Finance
2003
Fourier Transform Methods in Finance Fourier Transform Methods in Finance
Fourier Transform Methods in Finance
2010
Estimation in Conditionally Heteroscedastic Time Series Models Estimation in Conditionally Heteroscedastic Time Series Models
Estimation in Conditionally Heteroscedastic Time Series Models
2006
Derivative Security Pricing Derivative Security Pricing
Derivative Security Pricing
2015
A Benchmark Approach to Quantitative Finance A Benchmark Approach to Quantitative Finance
A Benchmark Approach to Quantitative Finance
2006
Mathematical Modeling and Computation in Finance Mathematical Modeling and Computation in Finance
Mathematical Modeling and Computation in Finance
2019
Semiparametric Modeling of Implied Volatility Semiparametric Modeling of Implied Volatility
Semiparametric Modeling of Implied Volatility
2006
Advanced Simulation-Based Methods for Optimal Stopping and Control Advanced Simulation-Based Methods for Optimal Stopping and Control
Advanced Simulation-Based Methods for Optimal Stopping and Control
2018
Statistical Modeling Using Local Gaussian Approximation Statistical Modeling Using Local Gaussian Approximation
Statistical Modeling Using Local Gaussian Approximation
2021