11
-
12
of
12
results (0.41 seconds)
Sort By:
-
Pricing Asian Options: Convergence of Gram-Charlier Series
Pricing Asian Options: Convergence of Gram-Charlier Series This paper studies the theoretical and numerical convergence of Gram-Charlier series applied to the pricing of Asian options.- Authors: Daniel Dufresne, Han-Bo Li
- Date: Apr 2016
- Competency: External Forces & Industry Knowledge
-
Stochastic Volatility And Option Pricing
Stochastic Volatility And Option Pricing Feature article discussing the use of stochastic volatility models in the pricing of investments and options. Asset valuation;Markov Chain; 11067 2/1/2010 ...- Authors: Daniel Dufresne
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models