Viscosity Solutions and American Option Pricing in a...

Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

Roch, Alexandre F.
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:
2010
Year:
2010
Language:
english
Journal:
Journal of Probability and Statistics
DOI:
10.1155/2010/863585
File:
PDF, 162 KB
english, 2010
Conversion to is in progress
Conversion to is failed