Tallenna
Pricing of Bond Options
Kirjailija:
nidottu, 2008
englanti
The USV models postulate a correlation between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a deterministic correlation structure between bond prices of different terms.
- Alaotsikko
- Unspanned Stochastic Volatility and Random Field Models
- Kirjailija
- Detlef Repplinger
- Painos
- 2008 ed.
- ISBN
- 9783540707219
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 2.9.2008
- Sivumäärä
- 138
