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Beschreibung
This book will give the reader a path of how to get the accurate and e¿cient result of option pricing by Spectal Collocation Method in Hesston model and also verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. I hope this method will work properly. This book will be helpful for the reader who is interested to know stochastic volatility by Spectal Collocation Method.
Details
| Verlag | LAP LAMBERT Academic Publishing |
| Ersterscheinung | 15. März 2016 |
| Maße | 22 cm x 15 cm x 0.4 cm |
| Gewicht | 102 Gramm |
| Format | Softcover |
| ISBN-13 | 9783659858123 |
| Seiten | 56 |
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