Monte Carlo methods for stochastic volatility models
Year of publication: |
2008
|
---|---|
Authors: | Fournié, E. ; Lasry, J. M. ; Touzi, Nizar |
Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 146-164
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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