Tree estimation for Stochastic Volatility Models The Anderson SPDE

by Ionut Florescu

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639127668
• ISBN13: 9783639127669
• Release Date: April 2010
• Publisher: VDM Verlag
• Length: 116 Pages
• Weight: 0.40 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"