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Tree Estimation Stochastic Volatility by Florescu Ionut (7 results)
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Tree estimation for Stochastic Volatility Models The Anderson SPDE
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
Condition: New. pp. 116.
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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
Language: English
Published by VDM Verlag Dr. Müller, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
Taschenbuch. Condition: Neu. 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 | Ionut Florescu | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639127669 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
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Tree estimation for Stochastic Volatility Models The Anderson SPDE
Language: English
Published by VDM Verlag Dr. Müller, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
paperback. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Tree estimation for Stochastic Volatility Models The Anderson SPDE
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
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.
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Tree estimation for Stochastic Volatility Models The Anderson SPDE
Language: English
Published by VDM Verlag Dr. Müller, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
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.
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Tree estimation for Stochastic Volatility Models The Anderson SPDE
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
Condition: New. PRINT ON DEMAND pp. 116.
-
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
Language: English
Published by VDM Verlag Dr. Müller, 2010
ISBN 10: 3639127668 ISBN 13: 9783639127669
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.
