Option Pricing when the Variance Is Changing 期刊名称： Journal of Financial & Quantitative Analysis
作者： Herb Johnson and David Shanno
年份： 1987年
期号： 第2期
关键词： Stock prices;Stochastic models;Put & call options;Pricing;Monte Carlo simulation;Mathematical analysis
摘要：The Monte Carlo method is ud to solve for the price of a call when the variance is changing stochastically.
内容由中国教育图书进出口有限公司引进
