Exact Solutions for a GBM‐Type Stochastic Volatility Model Having a Stationery Distribution. Issue 101 (17th May 2019)

Record Type:: Journal Article
Title:: Exact Solutions for a GBM‐Type Stochastic Volatility Model Having a Stationery Distribution. Issue 101 (17th May 2019)
Main Title:: Exact Solutions for a GBM‐Type Stochastic Volatility Model Having a Stationery Distribution
Authors:: Lewis, Alan L.
Abstract:: Abstract : Alan Lewis discusses the background to the Extended Geometric Brownian Motion model introduced in this issue.
Is Part Of:: Wilmott. Volume 2019:Issue 101(2019)
Journal:: Wilmott
Issue:: Volume 2019:Issue 101(2019)
Issue Display:: Volume 2019, Issue 101 (2019)
Year:: 2019
Volume:: 2019
Issue:: 101
Issue Sort Value:: 2019-2019-0101-0000
Page Start:: 20
Page End:: 41
Publication Date:: 2019-05-17
Subjects:: Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:: 10.1002/wilm.10761 ↗
Languages:: English
ISSNs:: 1540-6962
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library HMNTS - ELD Digital store
Ingest File:: 11411.xml