• Home
  • Blog
  • Profile
  • Welcome
  • RSS

MSc Konstantin Ermakov

Heston and SABR Models – Average options on commodities

Nov 16
2009
Leave a
Comment

Kenichiro Shiraya, Akihiko Takahashi - Pricing Average Options on Commodities

Written by admin in: SABR, english, heston model, quant. finance |

  • Currently browsing:
    SABR Category Archives

  • Pages

    • Blog
    • Profile
    • Welcome

  • Archives

    • August 2010
    • July 2010
    • March 2010
    • February 2010
    • January 2010
    • December 2009
    • November 2009
    • October 2009
    • September 2009

  • Categories

    • archive (3)
    • bates model (1)
    • c++ (6)
    • dev (8)
    • english (20)
    • fun (1)
    • heston model (4)
    • links (4)
    • math. links (6)
    • photos (6)
    • private (3)
    • quant. finance (10)
    • russian (4)
    • SABR (1)
    • uncategorized (12)

Visit Our Friends!

A few highly recommended friends...

  • bibliography.bib
  • developing.ru
  • fsfm
  • Login
  • old version (russian only)
  • quantcode
  • shkondin.ru
  • vkontakte profile
  • XING profile

Archives

All entries, chronologically...

  • August 2010
  • July 2010
  • March 2010
  • February 2010
  • January 2010
  • December 2009
  • November 2009
  • October 2009
  • September 2009

Pages List

General info about this blog...

  • Blog
  • Profile
  • Welcome
Copyright © 2010 - MSc Konstantin Ermakov
Wordpress themes