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Scientific Quantitative Analysis, Financial Modelling and Engineering. BSc (Math.), M.Sc. (O.R., STAT., COMP.), D.Phil. (Oxon) (STOCH. MODELS). Stochastic Volatility Option Model Fitter and Calculator Program. Author: Dr. Y. Maghsoodi. Version 2 is Based on The. Solution of a More Advanced Stochastic Volatility Model. Version 2 Fits and Forecasts up to. Version 2 Also Prices Options on Assets With. Version 2 is Faster. Click here to order the full version of. 8482; Version 2. Version 2 can now fit YM SV ...

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Scientific Quantitative Analysis, Financial Modelling and Engineering. BSc (Math.), M.Sc. (O.R., STAT., COMP.), D.Phil. (Oxon) (STOCH. MODELS). Stochastic Volatility Option Model Fitter and Calculator Program. Author: Dr. Y. Maghsoodi. Version 2 is Based on The. Solution of a More Advanced Stochastic Volatility Model. Version 2 Fits and Forecasts up to. Version 2 Also Prices Options on Assets With. Version 2 is Faster. Click here to order the full version of. 8482; Version 2. Version 2 can now fit YM SV ...
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Scientific Quantitative Analysis, Financial Modelling and Engineering. BSc (Math.), M.Sc. (O.R., STAT., COMP.), D.Phil. (Oxon) (STOCH. MODELS). Stochastic Volatility Option Model Fitter and Calculator Program. Author: Dr. Y. Maghsoodi. Version 2 is Based on The. Solution of a More Advanced Stochastic Volatility Model. Version 2 Fits and Forecasts up to. Version 2 Also Prices Options on Assets With. Version 2 is Faster. Click here to order the full version of. 8482; Version 2. Version 2 can now fit YM SV ...

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Some Publications of Dr. Y. Maghsoodi. Solution of the Extended Cox, Ingersol and Ross Model of the Term Structure. Analytical Bond Option Valuation. Manuscript submitted to Mathematical Finance. Solution of the Extended CIR Term Structure and Bond Option Valuation. Vol 6, 1, 1996. Closed-Form Solution of The Log-Normal. Stochastic Volatility Option Problem I: Martingale Volatility. Manuscript submitted to Mathematical Finance. Closed-Form Solution of The Log-Normal. A Non-linear Stochastic Volatility.

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Index48.html

Scientific Quantitative Analysis, Financial Modelling and Engineering. BSc (Math.), M.Sc. (O.R., STAT., COMP.), D.Phil. (Oxon) (STOCH. MODELS). Stochastic Volatility Option Model Fitter and Calculator Program. Author: Dr. Y. Maghsoodi. Version 2 is Based on The. Solution of a More Advanced Stochastic Volatility Model. Version 2 Fits and Forecasts up to. Version 2 Also Prices Options on Assets With. Version 2 is Faster. Click here to order the full version of. 8482; Version 2. Version 2 can now fit YM SV ...

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