Numerical methods for pricing options under jump--diffusion processes and stochastic volatility models (Comunicazione a convegno)

Type
Label
  • Numerical methods for pricing options under jump--diffusion processes and stochastic volatility models (Comunicazione a convegno) (literal)
Anno
  • 2014-01-01T00:00:00+01:00 (literal)
Alternative label
  • Maya Briani (2014)
    Numerical methods for pricing options under jump--diffusion processes and stochastic volatility models
    in Multi-ITN STRIKE and WWCSC Mini-Workshop in Stochastic Computing and Optimization, Würzburg, Germany, September 30 - October 2, 2014
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Maya Briani (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Istituto per le Applicazioni del Calcolo (literal)
Titolo
  • Numerical methods for pricing options under jump--diffusion processes and stochastic volatility models (literal)
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