Finite Difference Techniques for Arbitrage Free SABR
Year of publication: |
2015
|
---|---|
Authors: | Le Floc'h, Fabien |
Other Persons: | Kennedy, Gary J. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Arbitrage | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 8, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2402001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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