Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
- Author
- Andrey Itkin
- Publisher
- World Scientific
- Language
- English
- Year
- 2020
- Page
- 204
- ISBN
- 9811212767,9789811212765
- File Type
- pdf
- File Size
- 12.1 MiB
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