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Viac informácií o knihe Tree estimation for Stochastic Volatility Models The Anderson SPDE

• Parametre knihy
• Anotácia kniha
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Nákupom získate 121 bodov

Anotácia knihy

This text is divided into two parts. In the first part we present a methodology for approximating complex stochastic processes. Furthermore, we present an application to finance to calculate the price of American or European options when the price of the underlying equity obeys these complex processes. In the second part we investigate the exponential behavior of the solution of the parabolic Anderson model when the time goes to infinity. We show that the relevant quantity (the Lyapunov exponent) exists, and we provide tight lower and upper bounds for it.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics

• Celý názov: Tree estimation for Stochastic Volatility Models The Anderson SPDE
• Autor: Ionut Florescu
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 116
• EAN: 9783639127669
• ISBN: 3639127668
• ID: 06821528
• Nakladateľ: VDM Verlag
• Hmotnosť: 181 g
• Rozmery: 229 × 152 × 7 mm
• Dátum vydania: 20. April 2010

Obľúbené z iného súdka

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