
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.
- Undertitel
- Theory and Practice
- Författare
- David Nicolay
- Upplaga
- 2014 ed.
- ISBN
- 9781447165057
- Språk
- Engelska
- Vikt
- 310 gram
- Serie
- Springer Finance
- Utgivningsdatum
- 2014-12-05
- Förlag
- Springer London Ltd
- Sidor
- 491