Analytically Tractable Stochastic Stock Price Models by Archil Gulisashvili
English | 2012 | ISBN-10: 3642312136 | 376 pages | PDF | 2,2 MB
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing.