de
{{ search | replaceEmpty }}

Approximating Stochastic Volatility by Recombinant Trees

Approximating Stochastic Volatility by Recombinant Trees

AutorHalil Mete Soner, E. Akyildirim, Y. Dolinsky
JournalAnnals of Applied Probability
Datum1. Jan. 2014
KategorieAcademic Publications
Volumevol. 24, pp 2176-2205

Swiss Finance Institute - Genf

Universität Genf
42, Bd du Pont d`Arve
CH-1211 Genf 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-Mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zürich

Walchestrasse 9
CH-8006 Zürich

Tel: +41 44 254 30 80
Fax: +41 44 254 30 85
E-Mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
de