Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models
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| Autor: | Itkin, Andrey (New York Univ, Usa) |
| Nakladatel: | World Scientific Publishing Co Pte Ltd |
| ISBN: | 9789811212765 |
| Rok vydání: | 2020 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 204 |
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