From local volatility to local Lévy models (Q4610266)
From MaRDI portal
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
0 references
local volatility
0 references
local Lévy models
0 references
option prices
0 references
From local volatility to local Lévy models (English)
0 references
0 references
0 references
0 references
