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Search: subject:"Normal Quadratic Volatility Model"
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Lie symmetries
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Local Volatility Models
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Normal Quadratic Volatility Model
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Option pricing theory
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Optionspreistheorie
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PDEs
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Stochastic process
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Stochastischer Prozess
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Volatilität
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fundamental Solution
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Craddock, Mark
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Grasselli, Martino
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Lie symmetry methods for local volatility models
Craddock, Mark
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Grasselli, Martino
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2016
Persistent link: https://www.econbiz.de/10011778123
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