Computation of Greeks and Multidimensional Density...

Applied Mathematical Finance 2010 / 07 Vol. 17; Iss. 4

Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion

Kawai, Reiichiro, Kohatsu-Higa, Arturo
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
17
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860903336429
Date:
July, 2010
File:
PDF, 745 KB
english, 2010
Conversion to is in progress
Conversion to is failed