Calibration and Pricing Under a Stochastic Volatility Jump Diffusion Model with Time-dependent Parameters
Author | : |
Publisher | : |
Total Pages | : 63 |
Release | : 2010 |
ISBN-10 | : OCLC:938876157 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Calibration and Pricing Under a Stochastic Volatility Jump Diffusion Model with Time-dependent Parameters by :
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