![Finance / Investment / Black–Scholes / Stochastic volatility / Heston model / Volatility / Barrier option / Exotic option / Timer Call / Mathematical finance / Financial economics / Options Finance / Investment / Black–Scholes / Stochastic volatility / Heston model / Volatility / Barrier option / Exotic option / Timer Call / Mathematical finance / Financial economics / Options](https://www.pdfsearch.io/img/83572a631b435354dbea654d94b6a329.jpg)
| Document Date: 2014-03-18 08:31:34 Open Document File Size: 924,58 KBShare Result on Facebook
Facility Vienna University of Technology / / IndustryTerm analytical solutions / / Organization London School of Economics / Vienna University of Technology / / Person Carr / Lee / Kaokao / Bowie / Ading Hu / Yang Yan / Angelos Dassios / Jiawei Lim / Kostas Kardaras / Pauline Barrieu / Erik Baurdoux / Ian Marshall / Elisa Al`os / Umut Cetin / Youhong Chen / Peidong Huang / Chi Huang / Thorsten Rheinl¨ander / Mihail Zervos / Hao Xing / Qunhui Zhang / / / Position author / Heston model / RT / General / / ProgrammingLanguage D / / ProvinceOrState Vermont / / Technology Simulation / /
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