Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree |
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Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (English)
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22 May 2008
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incomplete markets
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Monte Carlo method
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options market
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option pricing
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particle method
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random tree
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stochastic filtering
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stochastic volatility
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