Option Pricing when the Variance is Changing
The Monte Carlo method is used to solve for the price of a call when the variance is changing stochastically.
To make high-quality research more accessible and easier to explore.
Fields:
2 results
The Separate Phases Method of Accounting for Leveraged Leases: Properties of the Allocating Rate and an Algorithm for Finding it
Leases, Separate phases method, Leveraged leases