First Page | Document Content | |
---|---|---|
![]() Date: 2012-12-14 04:30:33Finance Stochastic processes Options Stochastic volatility Black–Scholes Stochastic differential equation Heston model Quantitative analyst Volatility Mathematical finance Financial economics Statistics | Source URL: www.icms.polyu.edu.hkDownload Document from Source WebsiteFile Size: 762,41 KBShare Document on Facebook |