Analytically Tractable Stochastic Stock Price Models |
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| Author:
| Gulisashvili, Archil |
| Series title: | Springer Finance Ser. |
| ISBN: | 978-3-642-31213-7 |
| Publication Date: | Sep 2012 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $89.99 |
Book Description:
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This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic analysis and probability theory.
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic analysis and probability theory.