Monte Carlo methods for stochastic volatility models
E. Fournié, J. M. Lasry and N. Touzi
| Year of publication: |
2008
|
|---|---|
| Authors: | Fournié, E. ; Lasry, J. M. ; Touzi, Nizar |
| Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 146-164
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723936