Archil Gulisashvili Forfatter

Visning: Type : Alle | Sprog : Alle | Format : Alle

• 

  PRIS

  751,- kr

  FRAGT FRA 39,-

  Levering: Skaffevare (forvent 14 - 30 hverdage)

  Bemærk: Kan ikke leveres før jul.

  Analytically Tractable Stochastic Stock Price Models (Bog, Hardback, Engelsk)

  Af: Archil Gulisashvili

  For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.

  PRIS

  751,- kr

  FRAGT FRA 39,-

  Levering: Skaffevare (forvent 14 - 30 hverdage)

  Læg i kurv