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Asad Ahmad's
Scholarly Papers
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Total Downloads
39 |
Total
Citations
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1.
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Asad Ahmad Maya Institute of Technology and Management
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39
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: Wiener process, Ito’s process, Ito’s lemma, Stochastic Differential Equation, Markov process
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Asad Ahmad Maya Institute of Technology and Management
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Volatility forecasting, Conditional Variance, Symmetric and Asymmetric GARCH models, Error Statistics
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Asad Ahmad Maya Institute of Technology and Management
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stochastic volatility, finite difference method, European call option, continuous dividends
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4.
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Asad Ahmad Maya Institute of Technology and Management
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European Option, Finite Difference Method, Stochastic Volatility, GARCH(1,1), Greeks
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5.
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Asad Ahmad Maya Institute of Technology and Management
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Stochastic Volatility, Finite Difference Method, American Option, Continuous Dividends
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Records 1 -
5
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