Local volatility dynamic models
René Carmona; Sergey Nadtochiy
| Year of publication: |
2009
|
|---|---|
| Authors: | Carmona, René ; Nadtochiy, Sergey |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 1, p. 1-48
|
| Subject: | heath-jarrow-morton modell | Arbitrage Pricing | Arbitrage pricing | Volatilität | Volatility | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003939465