
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.
- Undertittel
- Theory and Practice
- Forfatter
- David Nicolay
- Opplag
- 2014 ed.
- ISBN
- 9781447165057
- Språk
- Engelsk
- Vekt
- 310 gram
- Serie
- Springer Finance
- Utgivelsesdato
- 5.12.2014
- Forlag
- Springer London Ltd
- Antall sider
- 491
