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Tree estimation for Stochastic Volatility Models The Anderson SPDE


Marketed By :  VDM Verlag Dr. Müller   Sold By :  Kamal Books International  
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  • Product Description

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 of American or European options when the price of the underlying equity obeys these complex processes. In the second part we investigate the exponential behavior of the solution of the parabolic Anderson model when the time goes to infinity. We show that the relevant quantity (the Lyapunov exponent) exists, and we provide tight lower and upper bounds for it.

Product Specifications
SKU :COC22397
AuthorIonut Florescu
Number of Pages116
Publishing Year4/20/2010
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandVDM Verlag Dr. Müller
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28 00:00:00
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