Pricing American and European foreign currency options with stochastic volatility /
Saved in:
主要作者: | Wang, Ping |
---|---|
格式: | Thesis 图书 |
语言: | English |
出版: |
2002
|
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
相似书籍
-
An analytical approach to pricing American options under stochastic volatility /
由: Zhang, Zhe
出版: (2000) -
An anatomy of currency crisis : an Asian perspective /
由: Ling, Yun
出版: (1999) -
Optimal futures hedge with stochastic basis : the case of oil futures /
由: Lin, Weijing
出版: (1999) -
Recombining tree for deterministic volatility functions /
由: Zhao, Longkai
出版: (1999) -
An empirical study of volatility components in the international equity market /
由: Dong, Jian
出版: (2001)