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Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Hao, Nicole, Li, Echo, Luong-Le, Diep
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Mathematical Finance Analysis of PDEs Computational Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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