| Document Date: 2014-03-17 15:14:24
Open Document File Size: 180,64 KBShare Result on Facebook
City Toronto / / Company Cox / IOP Publishing Ltd / Bank Of Montreal / INSTITUTE O F PHYSICS PUBLISHING / / Country Canada / / Currency pence / USD / / Facility University of Toronto / / IndustryTerm closed form solution / resummation algorithm / analytic solutions / approximate solutions / elegant solution / numerical solutions / / Organization Department of Mathematics / Natural Sciences and Engineering Research Council of Canada / University of Toronto / Department of Statistics / / Person Alex Tchernitser / J. Math / Peter Carr / Giuseppe Campolieti / Exercise / Alex Levin / / Position The GARCH option pricing model / jump model / / ProvinceOrState Ontario / / Technology resummation algorithm / / URL www.mathpoint.net / /
SocialTag |
RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–154 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org