Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
Itkin Andrey
Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models - World Scientific WSPC 2020
9789811212772
EBOOK
Economics & Finance
Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models - World Scientific WSPC 2020
9789811212772
EBOOK
Economics & Finance
