Existence of a calibrated regime switching local volatility model
| Year of publication: |
2020
|
|---|---|
| Authors: | Jourdain, Benjamin ; Zhou, Alexandre |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 2, p. 501-546
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12231 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012192408