Fitting local volatility : analytic and numerical approaches in Black-Scholes and local variance gamma models /

Fitting local volatility : analytic and numerical approaches in Black-Scholes and local variance gamma models /

Saved in:
Bibliographic Details
Author / Creator:Itkin, Andrey, author.
Imprint:Singapore ; Hackensack, New Jersey : World Scientific Publishing Co. Pte. Ltd., [2020]
Description:1 online resource (xxii, 182 pages.)
Language:English
Subject:
Finance -- Mathematical models.
Finance -- Mathematical models.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12309815
Hidden Bibliographic Details
ISBN:9789811212772 (electronic bk.)
9811212775 (electronic bk.)
9789811212765
9811212767
Notes:Includes bibliographical references and index.
Description based on print version record.
Other form:Original 9789811212765 9811212767
The Soretta and Henry Shapiro Book Fund bookplate

Similar Items