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1Report
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2Academic Journal
مصطلحات موضوعية: finance, stochastic volatility models, option pricing, variance risk premium
وصف الملف: application/pdf
Relation: https://www.sciencedirect.com/science/article/pii/S0377221720310109; RECCHIONI, Maria Cristina, et al. The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications. European Journal of Operational Research, 2021, vol. 293, no 1, p. 336-360.; http://hdl.handle.net/10234/193109; https://doi.org/10.1016/j.ejor.2020.11.050
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3Conference
المؤلفون: Gonthier, Peter L., Ouellette, Michelle S., O’Brien, Shawn, Berrier, Joel, Harding, Alice K.
المصدر: AIP Conference Proceedings. 2001, Vol. 587 Issue 1, p580. 5p.
مصطلحات موضوعية: *PULSARS, *GAMMA rays, *MONTE Carlo method, *RADIO waves
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4Academic Journal
المؤلفون: Gonthier, Peter L., Ouellette, Michelle S., Berrier, Joel, O’Brien, Shawn, Harding, Alice K.
المصدر: Astrophysical Journal; 1/20/2002, Vol. 565 Issue 1, p482-499, 18p
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5Academic Journal