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Derivatives in Financial Markets with Stochastic Volatility
 
 
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Derivatives in Financial Markets with Stochastic Volatility (Hardcover)

by Jean-Pierre Fouque (Author), George Papanicolaou (Author), K. Ronnie Sircar (Author) "The aim of this first chapter is to review the basic objects, ideas, and results of the now classical black-Scholes theory of derivative pricing..." (more)
Key Phrases: stochastic volatility correction, volatility driving process, zero terminal condition, Black-Scholes American, Pricing European Derivatives, Interest-Rate Models (more...)
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