Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion
Year of publication: |
2010
|
---|---|
Authors: | Kawai, Reiichiro ; Kohatsu-Higa, Arturo |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 17.2010, 4, p. 301-322
|
Saved in:
Saved in favorites
Similar items by person
-
Kawai, Reiichiro, (2010)
-
Kawai, Reiichiro, (2010)
-
On Sequential Calibration for an Asset Price Model with Piecewise Lévy Processes
Kawai, Reiichiro, (2010)
- More ...