Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
Andrey Itkin年:
2020
出版社:
World Scientific
语言:
english
页:
204
ISBN 10:
9811212767
ISBN 13:
9789811212765
文件:
PDF, 12.09 MB
IPFS:
,
english, 2020