Jean-Pierre Fouque (et al.) | 2011 | ISBN: 0521843588 | English | 456 pages | PDF | 5 MB

Series: Mathematics, Finance & Risk

This research monograph in financial mathematics can also be used as a graduate-level textbook. It explains financial models in which volatility of assets changes randomly over time. These are analyzed with a powerful approximation method and tested on financial data. More advanced topics are discussed in later chapters.
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