Analytically Tractable Stochastic Stock Price Models

Analytically Tractable Stochastic Stock Price Models

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 mo...

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Bibliographic Details
Main Author: Gulisashvili, Archil (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Series:Springer Finance,
Subjects:
Mathematics.
Mathematical analysis.
Analysis (Mathematics).
Approximation theory.
Applied mathematics.
Engineering mathematics.
Economics, Mathematical.
Probabilities.
Quantitative Finance.
Analysis.
Probability Theory and Stochastic Processes.
Approximations and Expansions.
Applications of Mathematics.
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