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Uncertain Volatility Models -- Theory and Application /

This book introduces Uncertain Volatility Models in mathematical finance. Uncertain Volatility Models evaluate option portfolios under worst- and best-case scenarios when the volatility coefficient of the pricing model cannot be determined exactly. The user defines subjective volatility constraints;...

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Bibliographic Details
Main Author: Buff, Robert
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2002.
Series:Springer finance.
Subjects:
Mathematics.
Finance.
Electronic books.
Online Access:Connect to the full text of this electronic book

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