The Heston Model and Its Extensions in VBA More Books Like This

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
Modelling and Simulation of Stochastic Volatility in Finance Modelling and Simulation of Stochastic Volatility in Finance
2008
Recent Advances in Financial Engineering 2012 Recent Advances in Financial Engineering 2012
2014
Fourier Transform Methods in Finance Fourier Transform Methods in Finance
2010
Quantitative Finance Quantitative Finance
2018
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures
2011
Introduction to Quantitative Macroeconomics Using Julia Introduction to Quantitative Macroeconomics Using Julia
2018
Deterministic and Stochastic Topics in Computational Finance Deterministic and Stochastic Topics in Computational Finance
2016
Stochastic Drawdowns Stochastic Drawdowns
2018
Fractional Calculus: Models And Numerical Methods (Second Edition) Fractional Calculus: Models And Numerical Methods (Second Edition)
2016
Computational Finance Computational Finance
2020
Mathematical Modeling with Multidisciplinary Applications Mathematical Modeling with Multidisciplinary Applications
2013
Elements of Statistical Computing Elements of Statistical Computing
2017
An Introduction to Exotic Option Pricing An Introduction to Exotic Option Pricing
2012
Arbitrage Theory in Continuous Time Arbitrage Theory in Continuous Time
2004