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Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models Hardcover
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Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models Hardcover

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Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models Hardcover
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Specifications
Author 1
Andrey Itkin
ISBN-13
9789811212765
Language
English
Publisher
World Scientific Publishing Company
Publication Date
28-Feb-20
Number of Pages
204