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 |
|---|---|
| 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| Publication status | Unpublished - 2011 |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 |
|---|---|
| Period | 14/04/2011 → … |
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