Option Valuation Under Stochastic Volatility: With Mathematica Code
Option Valuation Under Stochastic Volatility: With Mathematica Code
Editorial Reviews
Peter Carr, Head of Quantitative Research, Bloomberg
"...students of the fine art of option pricing are advised to pounce."
Prof. Nizar Touzi, Dept. Mathematics, University of Paris I
"I especially liked the treatment of the term structure of implied volatility in Chapter 6 ... a very nice contribution."
Option Valuation Under Stochastic Volatility: With Mathematica Code
Option Valuation Under Stochastic Volatility: With Mathematica Code,Alan L. Lewis,Finance Press,0967637201,Business & Economics,Business & Economics / Finance,Business/Economics,Economics - General,Mathematical models,Mathematics / Probability,Options (Finance),Prices,Finance,Mathematics,Probability,Stochastic processes
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