Calibrating and Pricing with a Stochastic-Local Volatility Model
Tian, Yu, Zhu, Zili, Lee, Geoffrey, Klebaner, Fima, Hamza, KaisТом:
22
Мова:
english
Журнал:
The Journal of Derivatives
DOI:
10.3905/jod.2015.22.3.021
Date:
February, 2015
Файл:
PDF, 3.65 MB
english, 2015