Fitting Local Volatility: Analytic and Numerical Approaches in Black-scholes and Local Variance Gamma Models - Itkin, Andrey (New York University, USA) - Books - World Scientific Publishing Co Pte Ltd - 9789811212765 - February 26, 2020
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Itkin, Andrey (New York University, USA)
Fitting Local Volatility: Analytic and Numerical Approaches in Black-scholes and Local Variance Gamma Models

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204 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 26, 2020
ISBN13 9789811212765
Publishers World Scientific Publishing Co Pte Ltd
Pages 206
Dimensions 229 × 150 × 17 mm   ·   504 g

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