Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models

Lecture Notes in Economics and Mathematical Systems Founding Editors: M. Beckmann H.P. Künzi Managing Editors: Prof. Dr...
Author:  Detlef Repplinger

9 downloads 170 Views 1MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

Recommend Documents

Option Pricing Models and Volatility Using Excel -VBA  FABRICE DOUGLAS ROUAH GREGORY VAINBERG John Wiley & Sons, Inc...

Option Pricing Models and Volatility Using Excel -VBA  FABRICE DOUGLAS ROUAH GREGORY VAINBERG John Wiley & Sons, Inc...

BOND PRICING AND PORTFOLIO ANALYSIS BOND PRICING AND PORTFOLIO ANALYSIS Protecting Investors in the Long Run Olivier...

ADVANCED TEXTS IN ECONOMETRICS General Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson A...

Indifference Pricing in a Basis Risk Model with Stochastic Volatility Lam Kwok Chung Ivan Kellogg College University of ...

ADVANCED TEXTS IN ECONOMETRICS General Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson A...

STOCHASTIC VOLATILITY Selected Readings Edited by NEIL SHEPHARD 1 3 Great Clarendon Street, Oxford ox2 6dp Oxford Un...

Acknowledgments Our interest in fractal modeling was spurred during our graduate years at Yale by conversations with Be...