Back to Results
First PageMeta Content
Fourier analysis / Digital signal processing / Unitary operators / Joseph Fourier / Fourier transform / Dirac delta function / Operator / Black–Scholes / Hankel transform / Mathematical analysis / Mathematics / Integral transforms


Option Valuation under Stochastic Volatility With Mathematica Code Copyright µ 2000 by Alan L. Lewis All rights reserved. Except for the quotation of short passages for the purposes of criticism and review, no part of t
Add to Reading List

Document Date: 2003-05-23 12:15:36


Open Document

File Size: 662,06 KB

Share Result on Facebook

City

Newport Beach / /

Company

Wolfram Research Inc. / /

Event

Bankruptcy / /

Facility

Library of Congress Card Number / /

Holiday

Assumption / /

IndustryTerm

typical option solutions / call option solution / call option solutions / put option solution / fundamental solution / fundamental solutions / martingale-style solution / /

Organization

Assumptions In Chapter / Congress / European Union / U.S. Securities and Exchange Commission / /

Person

Alan L. Lewis / Brian Burton / /

/

Position

author / /

Product

Mathematica / /

ProgrammingLanguage

Mathematica / /

ProvinceOrState

California / /

Technology

http / aV / computer algorithms / /

URL

www.financepress.com / http /

SocialTag