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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

World Scientific Pub Co Inc
SKU:
9789811212765
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ISBN13:
9789811212765
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Description
  • | Author: Andrey Itkin
  • | Publisher: World Scientific Pub Co Inc
  • | Publication Date: February 26, 2020
  • | Number of Pages: 204 pages
  • | Language: English
  • | Binding: Hardcover
  • | ISBN-10: 9811212767
  • | ISBN-13: 9789811212765
Additional Information
Author:
Andrey Itkin
Publisher:
World Scientific Pub Co Inc
Publication Date:
February 26, 2020
Number of pages:
204 pages
Language:
English
Binding:
Hardcover
ISBN-10:
9811212767
ISBN-13:
9789811212765
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