Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models Jean-Pierre Fouque, Sebastian Jaimungal, Matthew Lorig June 20, 2010 What is Spectral Theory?

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Date: 2010-06-21 15:19:58 Matrix theory Singular value decomposition Spectral theory Operator theory Eigenvalues and eigenvectors Eigenfunction Heat equation Spectral theorem Spectrum Algebra Mathematics Linear algebra		Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models Jean-Pierre Fouque, Sebastian Jaimungal, Matthew Lorig June 20, 2010 What is Spectral Theory? Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 445,39 KB Share Document on Facebook

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