Pastāsti draugiem par šo preci:
American Option Pricing Using Malliavin Calculus Mohamed Kharrat
Do you have a profile? Pierakstīties
Saņemiet paziņojumus par jauniem Mohamed Kharrat izdevumiem
Mūsu klienti saka:
Pievienot savam iMusic vēlmju sarakstam
American Option Pricing Using Malliavin Calculus
Mohamed Kharrat
The Malliavin calculus is an especially promising tool for solving the pricing problem of American options under a constant volatility, and also when the volatility is stochastic. Using the Malliavin calculus, the aim of this work consisted computing the conditional expectation, related to the solution of the pricing problem of the American option, for the uni and bi-dimensional model, as a suitable ratio of ordinal expectations. The estimation of this ratio became possible by using the Monte Carlo simulations.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2014. gada 19. septembris |
| ISBN13 | 9783659607318 |
| Izdevēji | LAP LAMBERT Academic Publishing |
| Lapas | 108 |
| Izmēri | 150 × 220 × 10 mm · 179 g |
| Valoda | Vācu |
Skatīt visus Mohamed Kharrat ( piem., Paperback Book )