Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models - Itkin, Andrey (New York Univ, Usa) - Books - World Scientific Publishing Co Pte Ltd - 9789811212765 - February 26, 2020
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Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models

Itkin, Andrey (New York Univ, Usa)

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

204 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 26, 2020
ISBN13 9789811212765
Publishers World Scientific Publishing Co Pte Ltd
Pages 204
Dimensions 229 × 150 × 17 mm   ·   504 g
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