An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration
Publikation: Konferencebidrag › Poster › Forskning
Dokumenter
- An Efficient Implementation of Stochastic Volatility by the method of Conditional Integration
Andet version, 1,44 MB, PDF-dokument
| Originalsprog | Engelsk |
|---|---|
| Publikationsdato | 2011 |
| Status | Ikke-udgivet - 2011 |
| Begivenhed | ICBI Global Derivatives and Risk Management - Varighed: 14 apr. 2011 → … |
Konference
| Konference | ICBI Global Derivatives and Risk Management |
|---|---|
| Periode | 14/04/2011 → … |
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ID: 252610020