Fitting local volatility : analytic and numerical approaches in Black-Scholes and local variance gamma models
Year of publication: |
[2020]
|
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Authors: | Itkin, Andrey |
Publisher: |
New Jersey : World Scientific |
Subject: | Finanzmathematik | Mathematical finance | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
Extent: | xxii, 182 Seiten Illustrationen |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Lehrbuch ; Textbook |
Language: | English |
Notes: | Includes bibliographical references and index |
ISBN: | 978-981-12-1276-5 ; 978-981-12-1277-2 ; 978-981-12-1278-9 |
Source: | ECONIS - Online Catalogue of the ZBW |
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