Option pricing with long memory stochastic volatility models : a fourier-tansform based approach /
Includes bibliographical references
| Main Author: | |
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| Format: | |
| Language: | eng |
| Published: |
Germany : LAP LAMBERT Academic Publishing,
2013
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| Subjects: |
| _version_ | 1826457355919818752 |
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| author | Tong, Zhigang |
| author_facet | Tong, Zhigang |
| author_sort | Tong, Zhigang |
| collection | OCEAN |
| description | Includes bibliographical references |
| first_indexed | 2024-03-05T13:36:02Z |
| format | |
| id | KOHA-OAI-TEST:501984 |
| institution | Universiti Teknologi Malaysia - OCEAN |
| language | eng |
| last_indexed | 2024-03-05T13:36:02Z |
| publishDate | 2013 |
| publisher | Germany : LAP LAMBERT Academic Publishing, |
| record_format | dspace |
| spelling | KOHA-OAI-TEST:5019842020-12-19T17:18:34ZOption pricing with long memory stochastic volatility models : a fourier-tansform based approach / Tong, Zhigang Germany : LAP LAMBERT Academic Publishing,2013engIncludes bibliographical referencesPSZJBLStochastic processes FinanceURN:ISBN:9783659346279 (pbk.) |
| spellingShingle | Stochastic processes Finance Tong, Zhigang Option pricing with long memory stochastic volatility models : a fourier-tansform based approach / |
| title | Option pricing with long memory stochastic volatility models : a fourier-tansform based approach / |
| title_full | Option pricing with long memory stochastic volatility models : a fourier-tansform based approach / |
| title_fullStr | Option pricing with long memory stochastic volatility models : a fourier-tansform based approach / |
| title_full_unstemmed | Option pricing with long memory stochastic volatility models : a fourier-tansform based approach / |
| title_short | Option pricing with long memory stochastic volatility models : a fourier-tansform based approach / |
| title_sort | option pricing with long memory stochastic volatility models a fourier tansform based approach |
| topic | Stochastic processes Finance |
| work_keys_str_mv | AT tongzhigang optionpricingwithlongmemorystochasticvolatilitymodelsafouriertansformbasedapproach |