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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)
Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models
Itkin, Andrey (New York Univ, Usa)
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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