A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics
Author | : Alexey Medvedev |
Publisher | : |
Total Pages | : 40 |
Release | : 2003 |
ISBN-10 | : OCLC:249250373 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics by : Alexey Medvedev
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