From local volatility to local Lévy models (Q4610266): Difference between revisions
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Revision as of 22:28, 19 March 2024
scientific article; zbMATH DE number 7002157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From local volatility to local Lévy models |
scientific article; zbMATH DE number 7002157 |
Statements
15 January 2019
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local volatility
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local Lévy models
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option prices
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From local volatility to local Lévy models (English)
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