- Exotic option process simulated by Monte Carlo method on market driven by diffusion with Piosson jumps and stachastic volatility
Description
- Title: Exotic option process simulated by Monte Carlo method on market driven by diffusion with Piosson jumps and stachastic volatility
- Group publication title: Lecture Notes in Computer Science ; 3516
- Collective work title: Computattional Science - ICCS 2005 : 5th International Conference : Atlanta, GA, USA, May 22-25, 2005 : proceedings. Vol. 3 ; Lecture Notes in Computer Science
- Creator: Broszkiewicz, M ; Janicki, Aleksander
- Pages: S. 1112-1115
- Language of abstract: eng
- Publisher: Heidelberg : Springer-Verlag
- Place of publishing: Berlin
- Date issued: 2005
- Type: Tekst
- Language: eng
- Detailed object type: rozdz
- Object type: Rozdział