Capa do artigo Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

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

by Andrey (New York Univ, Usa) Itkin
language: english
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD, February of 2020 ‧
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Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

by Andrey (New York Univ, Usa) Itkin

Property Description
ISBN: 9789811212765
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Release Date: February of 2020
Language: English
Cover: Hardcover
Pages: 206
Format: Book
Categories: Books in English > Science > Mathematics
EAN: 9789811212765

ANDREY (NEW YORK UNIV, USA) ITKIN

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