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저자명, 생몰년   |   직 업   |   관련단체 Catalog 상세정보
'Catalog' Results sorted by 16Number
Thesis
Pricing of Timer Options with Dividend under Stochastic Volatility
하미진
부산 : 부산대학교 대학원, 2022
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Sensitivity Diagnostics and Adaptive Tuning of the Multivariate Stochastic Volatility Model
Baldivieso, Sebastian
[S.l.] : Portland State University, 2020
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Foreign Book
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Svishchuk, Anatoliĭ Vital'evich
New Jersey : World Scientific, c2013
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Foreign Book
Option valuation under stochastic volatility :with Mathematica code
Lewis, Alan L
Newport Beach, CA: Finance Press, c2000.
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Thesis
Option Pricing and Portfolio Optimization Problems under Multifactor Heston's Stochastic Volatility Models
벵, 소테아라
부산 : 부산대학교 대학원, 2018
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Foreign Book
The new Palgrave dictionary of economics.7,real balnces - stochastic volatility models
Durlauf, Steven N
Basingstoke, Hampshire
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Thesis
확률변동성 모형과 주식시장 동조성을 고려한 주식가격 예측력 비교
박수빈
부산 : 부산대학교 대학원, 2018
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Thesis
확률적 변동성을 가지는 최적 배분율 및 소비율 문제=(An) Optimal Allocation and Consumption Problem with Stochastic Volatility
조은령
부산: 부산대학교, 2010.
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Topics in McKean-Vlasov Equations: Rank-Based Dynamics and Markovian Projection with Applications in Finance and Stochastic Control.[electronic resource]
Zhang, Jiacheng
[S.l.] : Princeton University, 2021
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Foreign Book
Stochastic implied volatility : a factor-based model
Hafner, Reinhold
Berlin ; New York: Springer, c2004.
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All : Stochastic volatility
Publication Years(10)
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Authors(20)
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