Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities
Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for...
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| Format: | Doctoral Thesis |
| Language: | English |
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Mälardalens högskola, Utbildningsvetenskap och Matematik
2016
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-33475 http://nbn-resolving.de/urn:isbn:978-91-7485-300-1 |