Local volatility dynamic models
Year of publication: |
2009
|
---|---|
Authors: | Carmona, René ; Nadtochiy, Sergey |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 1, p. 1-48
|
Subject: | heath-jarrow-morton modell | Arbitrage Pricing | Arbitrage pricing | Volatilität | Volatility | Zinsstruktur | Yield curve | Theorie | Theory |
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