Analytically Tractable Stochastic Stock Price Models - Springer Finance - Archil Gulisashvili - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642312137 - September 5, 2012
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Archil Gulisashvili
Analytically Tractable Stochastic Stock Price Models - Springer Finance 2012 edition

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For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.

380 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 5, 2012
ISBN13 9783642312137
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 362
Dimensions 240 × 162 × 25 mm   ·   702 g
Language German  

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