Local-Stochastic Volatility : The Dynamics of the Forward Smile

Autor:	McGhee, William Alexander
Jazyk:	angličtina
Rok vydání:	2008
Zdroj:	McGhee, W A 2008, ' Local-Stochastic Volatility : The Dynamics of the Forward Smile ', RISK Training Course : Modelling Volatility, London, United Kingdom, 08/12/2008-09/12/2008 .
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=od______2751::076c080d9b8f5a2a3e472ab26851a889 https://curis.ku.dk/portal/da/publications/localstochastic-volatility--the-dynamics-of-the-forward-smile(059cb9e1-efe0-4880-bef5-6cbc340e3006).html Zobrazit plný text záznamu