A simple option pricing model with Markovian volatilities

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Bibliographic Information

Title
"A simple option pricing model with Markovian volatilities"
Statement of Responsibility
Masaaki Kijima and Tohihiro Yoshida
Publisher
  • University of Tsukuba
Publication Year
  • 1991
Book size
31 cm

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Details 詳細情報について

  • CRID
    1130282270250071680
  • NII Book ID
    BA36556998
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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