Incorporating an Interest Rate Smile in an Equity Local Volatility Model
Year of publication: |
[2010]
|
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Authors: | Grzelak, Lech A. |
Other Persons: | Borovykh, Natalia (contributor) ; van Weeren, Sacha (contributor) ; Oosterlee, Cornelis W. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1295882 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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