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Finance / Investment / Stochastic volatility / Black–Scholes / Implied volatility / Volatility / Valuation of options / Foreign-exchange option / Bond option / Mathematical finance / Financial economics / Options


Document Date: 2007-05-18 21:45:08

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City

New Haven / /

Company

Kendall / Cox / /

Country

United States / /

Currency

pence / USD / /

Facility

Queen’s University / /

IndustryTerm

closedform solutions / closed-form solution / closed-form solutions / characteristic function solution / /

Organization

National Bureau of Economic Research / Queen’s University / Yale School / Yale University / /

Person

Hans Knoch / Steven L. Heston / /

Position

general equilibrium / /

ProvinceOrState

Connecticut / /

PublishedMedium

The Review of Financial Studies / /

Technology

simulation / /

SocialTag