Derivatives pricing - Rational shapes of local volatility
| Year of publication: |
2013
|
|---|---|
| Authors: | De Marco, Stefano ; Friz, Peter ; Gerhold, Stefan |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 26.2013, 2, p. 74-79
|