Option Valuation Under Stochastic Volatility: With Mathematica Code
by Alan L. Lewis
Sales Rank: 325530
Discount: 40 % $97.50 At Amazon
Paperback: 350 pages
Publisher: Finance Press February 1, 2000
Language: English
ISBN-10: 0967637201
ISBN-13: 978-0967637204
Product Dimensions:
8.9 x 6 x 1 inches
Shipping Weight: 1.3 pounds
Peter Carr, Head of Quantitative Research, Bloomberg
"students of the fine art of option pricing are advised to pounce."
Prof. Nizar Touzi, Dept. Mathematics, University of Paris I
"I especially liked the treatment of the term structure of implied volatility in Chapter 6 a very nice contribution."
