Option Valuation Under Stochastic Volatility

Option Valuation Under Stochastic Volatility
Author :
Publisher :
Total Pages : 372
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ISBN-10 : UOM:39015049475927
ISBN-13 :
Rating : 4/5 (27 Downloads)

Book Synopsis Option Valuation Under Stochastic Volatility by : Alan L. Lewis

Download or read book Option Valuation Under Stochastic Volatility written by Alan L. Lewis and published by . This book was released on 2000 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.