Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models (Q5014186)
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scientific article; zbMATH DE number 7436784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models |
scientific article; zbMATH DE number 7436784 |
Statements
Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models (English)
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1 December 2021
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