The smile of stochastic volatility models

DOI10.1142/9789811259142_0012MaRDI QIDQ6599188zbMATH OpenFDO

Authors Julien Guyon

Publication date 6 September 2024

Full work available at URL https://doi.org/10.1142/9789811259142_0012

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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