Option Valuation Under Stochastic Volatility

Download or Read eBook Option Valuation Under Stochastic Volatility PDF 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.

Author	: Alan L. Lewis
Publisher	:
Total Pages	: 372
Release	: 2000
ISBN-10	: UOM:39015049475927
ISBN-13	:
Rating	: 4/5 (27 Downloads)

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

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The approximate method to price American options makes use of the fact that accurate pricing of these options does not require exact determination of the early