Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models
67,84 €
Therefore, unspanned stochastic volatility (USV) as well as Random Field (RF) models are used to model the dynamics of entire yield curves. Then the pricing of bond options is done either by running a Fractional Fourier Transform or by applying the Integrated Edgeworth Expansion approach.
Jetzt bei Ebay:
