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scientific article; zbMATH DE number 5176686
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scientific article; zbMATH DE number 5176686

    Statements

    author
    Ionut Florescu
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    Frederi G. Viens
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    publication date
    1 August 2007
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    zbMATH Keywords
    stochastic volatility
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    option valuation
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    binomial model
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    stochastic filtering
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    60G35
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    65C05
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    zbMATH DE Number
    5176686
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