LIBROS DEL AUTOR: archil gulisashvili

2 resultados para LIBROS DEL AUTOR: archil gulisashvili

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  • Analytically Tractable Stochastic Stock Price Models
    Archil Gulisashvili
    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. In a stock price model with stochastic volatility, the random behavior of the volatility is describ...
    Disponible

    65,86 €

  • Analytically Tractable Stochastic Stock Price Models
    Archil Gulisashvili
    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. In a stock price model with stochastic volatility, the random behavior of the volatility is describ...
    Disponible

    47,42 €