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~institution:"Queen Mary College / Department of Economics"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Capital income
Monte Carlo simulation
Option pricing theory
Portfolio-Management
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Collection of articles of several authors
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Chourdakis, Kyriakos
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Queen Mary College / Department of Economics
Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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École des Hautes Études Commerciales <Lausanne>
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Associazione Operatori Bancari in Titoli
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Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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