Stochastic differential equation - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2013-09-01 13:13:06 Financial economics Mathematical sciences Black–Scholes Heston model Stochastic volatility Partial differential equation Volatility Normal distribution Feynman–Kac formula Statistics Mathematical finance Stochastic processes		Add to Reading List Source URL: media.wiley.com Download Document from Source Website File Size: 413,58 KB Share Document on Facebook

	Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme Oleksandr Zhylyevskyy1 February 12, 2005 DocID: 1v1y6 - View Document
	A Supply and Demand Based Volatility Model for Energy Prices ° Takashi Kanamura, J-POWER CfC Commodities 2007 conference at Birkbeck College, University of London Jan. 18th, 2007 DocID: 1pgwO - View Document
	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, DocID: 1otWf - View Document
	The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation Anthonie W. van der Stoepb,c∗ Lech A. Grzelakb,c Cornelis W. Oosterleea,c DocID: 1nABt - View Document
	C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps DocID: 1mYN1 - View Document