An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration
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- An Efficient Implementation of Stochastic Volatility by the method of Conditional Integration
Other version, 1.44 MB, PDF document
Original language | English |
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Publication date | 2011 |
Publication status | Unpublished - 2011 |
Event | ICBI Global Derivatives and Risk Management - Duration: 14 Apr 2011 → … |
Conference
Conference | ICBI Global Derivatives and Risk Management |
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Period | 14/04/2011 → … |
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ID: 252610020