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Finance / Investment / Implied volatility / Black–Scholes / Volatility / Trinomial tree / Stochastic volatility / Variance gamma process / Valuation of options / Options / Mathematical finance / Financial economics


ALBANESE.QXD[removed]:23
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Document Date: 2014-03-17 15:14:23

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File Size: 58,34 KB

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City

Toronto / /

Company

World Scientific / Math Point / DS / /

Country

Canada / /

Currency

USD / /

Facility

University Mathematical Finance Seminar / University of Toronto / /

IndustryTerm

closed-form solution / semi-explicit solution / /

Movie

Page 3 5 / /

Organization

New York University / Natural Science and Engineering Research Council of Canada / University of Toronto / /

Person

Claudio Albanese / Van Der Hoek / Dmitri Rubisov / Peter Carr / Sebastian Jaimungal / /

Position

professor of mathematics / Black-Scholes model / model / research associate / /

ProgrammingLanguage

Erlang / /

PublishedMedium

Journal of Political Economy / Review of Financial Studies / /

Technology

dom / DSP / /

URL

http /

SocialTag