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~subject:"Local stochastic volatility model"
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Local stochastic volatility model
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CEV model
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Malliavan calculus
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local-stochastic volatility model
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Yamada, Toshihiro
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International journal of financial engineering
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A weak approximation with Malliavin weights for
local
stochastic
volatility
model
Yamada, Toshihiro
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011673104
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