Essays in Volatility and Stochastic Volatility Option Pricing Models

Essays in Volatility and Stochastic Volatility Option Pricing Models
Author :
Publisher :
Total Pages : 200
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ISBN-10 : OCLC:50642483
ISBN-13 :
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Book Synopsis Essays in Volatility and Stochastic Volatility Option Pricing Models by : İnanç Kırgız

Download or read book Essays in Volatility and Stochastic Volatility Option Pricing Models written by İnanç Kırgız and published by . This book was released on 2001 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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The first essay describes a very general stochastic volatility (SV) model specification with leverage, heavy tails, skew and switching regimes, using realized v