Application of Moment Expansion Method to Options Square ...
Parameters Value (1) Value (2) Value (3) Mean reversion 0.1 1.1 1.1 Long-run variance 0.01 0.01 0.011 Initial variance 0.01 0.01 0.013 Correlation 0.5 -0.5 -0.5 Volatility of volatility 0.1 0 0.1 Option maturity 0.5 0.5 0.5 Interest rate 0.023 0.023 0.023 Initial Stock Price 70 70 70-140 Strike Price 100 100 100 Table 2. Parameters. Fig 1. ................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- calculating standard deviation worksheet
- sampling and sample size columbia university
- north allegheny school district district homepage
- square roots print activity
- grain manual doc
- application of moment expansion method to options square
- how to calculate median mode mean variance and
- apa lit review outline
Related searches
- how to simplify square roots in denominator
- how to calculate square miles
- how to get square miles
- formula to find square root
- how to find square root
- steps to find square root
- how to find square number
- how to calculate square centimeters of wound
- python add method to class
- how to calculate square feet of room
- apply a method to a list pandas
- pandas apply method to column