DocumentCode
18956
Title
Stability of Stochastic Pricing Models under Volatility Fluctuations
Author
Padmanabhan Sundar استاد راهنما , George Cochran استاد مشاور , Jimmy Hilliard استاد مشاور
University
Lovisiana State University
Grade
نامعلوم
Major
Master of Science )M.S.( )Mathematics(
Number of pages
0
Publish Date
2005
Keyword
Large deviations , Black-Scholes , pricing models , rate function , importance sampling , Freidlin-Wentzell theory
Note
01
Language
انگليسي
Link To Document