Pricing and Hedging Exotic Options in Stochastic Volatility Models

Pricing and Hedging Exotic Options in Stochastic Volatility Models
Author: Zhanyu Chen
Publisher:
Total Pages:
Release: 2013
Genre:
ISBN:


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Pricing and Hedging Exotic Options in Stochastic Volatility Models
Language: en
Pages:
Authors: Zhanyu Chen
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Exotic Options and Hybrids
Language: en
Pages: 405
Authors: Mohamed Bouzoubaa
Categories: Business & Economics
Type: BOOK - Published: 2010-03-30 - Publisher: John Wiley & Sons

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The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-
Emerging Financial Derivatives
Language: en
Pages: 161
Authors: Jerome Yen
Categories: Business & Economics
Type: BOOK - Published: 2014-11-27 - Publisher: Routledge

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Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emergin
Pricing Models of Volatility Products and Exotic Variance Derivatives
Language: en
Pages: 402
Authors: Yue Kuen Kwok
Categories: Mathematics
Type: BOOK - Published: 2022-05-08 - Publisher: CRC Press

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Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discret
Exotic Option Pricing and Advanced Lévy Models
Language: en
Pages: 344
Authors: Andreas Kyprianou
Categories: Business & Economics
Type: BOOK - Published: 2006-06-14 - Publisher: John Wiley & Sons

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Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfa