Synopsis
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.
"synopsis" may belong to another edition of this title.
Search results for Tree estimation for Stochastic Volatility Models The...
Stock Image
Tree estimation for Stochastic Volatility Models The Anderson SPDE
Published by
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2010
ISBN 10: 3639127668
ISBN 13: 9783639127669
New
Softcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 116. Seller Inventory # 26128749349
Stock Image
Tree estimation for Stochastic Volatility Models The Anderson SPDE
Published by
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2010
ISBN 10: 3639127668
ISBN 13: 9783639127669
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. 116 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Seller Inventory # 131805434
Buy New
£ 66.53
£ 6.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Seller Image
Tree estimation for Stochastic Volatility Models The Anderson SPDE
Published by
VDM Verlag Dr. Müller, 2010
ISBN 10: 3639127668
ISBN 13: 9783639127669
New
Kartoniert / Broschiert
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Florescu IonutIonut Florescu is a Probability and Statistics professor currently at Stevens Institute of Technology, Hoboken, New Jersey, USA. He is a graduate of University of Bucharest, Romania and of Purdue University, Indiana US. Seller Inventory # 4959943
Buy New
£ 35.03
£ 42.46 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Stock Image
Tree estimation for Stochastic Volatility Models The Anderson SPDE
Published by
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2010
ISBN 10: 3639127668
ISBN 13: 9783639127669
New
Softcover
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 4 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 116. Seller Inventory # 18128749359
Seller Image
Tree estimation for Stochastic Volatility Models The Anderson SPDE : Approximation for diffusion models using a recombining tree. Lyapunov exponent estimation for the Anderson model in continuous space
Print on DemandSeller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9783639127669
Stock Image
Tree estimation for Stochastic Volatility Models The Anderson SPDE
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
paperback. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book. Seller Inventory # ERICA82936391276686