"This book is a sequel to the author's well-received 'Option valuation under stochastic volatility.' It extends that work to jump-diffusions and many related topics in quantitative finance. Topics include spectral theory for jump-diffusions, boundary behavior for short-term interest rate models, modelling VIX options, inference theory, discrete dividends, and more"--Back cover. Read More
"This book is a sequel to the author's well-received 'Option valuation under stochastic volatility.' It extends that work to jump-diffusions and many related topics in quantitative finance. Topics include spectral theory for jump-diffusions, boundary behavior for short-term interest rate models, modelling VIX options, inference theory, discrete dividends, and more"--Back cover. Read Less
Add this copy of Option Valuation under Stochastic Volatility II: With to cart. $78.51, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2016 by Finance Press.
Add this copy of Option Valuation Under Stochastic Volatility II: With to cart. $122.08, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Finance Press.
Add this copy of Option Valuation Under Stochastic Volatility II: With to cart. $183.66, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Finance Press.
