Implementation of local stochastic volatility model in FX derivatives
Year of publication: |
[2017]
|
---|---|
Authors: | Zheng, J. ; Yuan, X. |
Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 57-69
|
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Stochastische Volatilität | Stochastic volatility | Theorie | Theory |
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