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Asymptotic Chaos Expansions in Finance
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Asymptotic Chaos Expansions in Finance

Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.

Alaotsikko
Theory and Practice
Kirjailija
David Nicolay
Painos
2014 ed.
ISBN
9781447165057
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
5.12.2014
Sivumäärä
491