Derivative Pricing and Hedging for Incomplete Markets: Stochastic Arbitrage and an Adaptive Procedure for Stochastic Volatility

Derivative Pricing and Hedging for Incomplete Markets: Stochastic Arbitrage and an Adaptive Procedure for Stochastic Volatility
Author: Stephanos C. Panayides
Publisher:
Total Pages: 144
Release: 2005
Genre:
ISBN:


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Derivative Pricing and Hedging for Incomplete Markets: Stochastic Arbitrage and an Adaptive Procedure for Stochastic Volatility
Language: en
Pages: 144
Pricing and Hedging Derivative Securities in Incomplete Markets
Language: en
Pages: 80
Authors: Dimitris Bertsimas
Categories: Arbitrage
Type: BOOK - Published: 1997 - Publisher:

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Pricing and Hedging Derivative Securities in Incomplete Markets
Language: en
Pages: 0
Authors: Dimitris Bertsimas
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is bas
Pricing and Hedging Derivative Securities in Incomplete Markets
Language: en
Pages: 0
Authors: Dimitris Bertsimas
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is bas
Stochastic volatility and the pricing of financial derivatives
Language: en
Pages: 358
Authors: Antoine Petrus Cornelius van der Ploeg
Categories:
Type: BOOK - Published: 2006 - Publisher: Rozenberg Publishers

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