Zhigang Tong | Option Pricing with Long Memory Stochastic Volatility Models
58,95 €
Autor: Zhigang Tong. Using the tools from stochastic calculus, fractional calculus and Fourier transform, we derive the (approximate) analytical solutions for option prices. These findings would appeal to the researchers and practitioners in the areas of quantitative finance.
Jetzt bei Ebay:
