Stochastic volatility modeling of the Ornstein Uhlenbeck type : pricing and calibration

Stochastic volatility modeling of the Ornstein Uhlenbeck type : pricing and calibration

M.Sc.

Bibliographic Details
Main Author: Marshall, Jean-Pierre
Published: 2010
Subjects:
Stochastic processes
Lévy processes
Gaussian processes
Ornstein-Uhlenbeck process
Options (Finance)
Prices
Online Access:http://hdl.handle.net/10210/3033

Internet

http://hdl.handle.net/10210/3033

Similar Items