Author:
Lindsay A.E.,Brecher D.R.
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference22 articles.
1. L. Andersen, Efficient Simulation of the Heston Stochastic Volatility Model, 2007, available at: http://ssrn.com/abstract=946405.
2. M. Atlan, B. Leblanc, Time-Changed Bessel Processes and Credit Risk, 2006, available at: http://arxiv.org/abs/math.PR/0604305.
3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
4. The constant elasticity of variance option pricing model;Cox;Journal of Portfolio Management,1996
5. The valuation of options for alternative stochastic processes;Cox;Journal of Financial Economics,1976
Cited by
26 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献