Implied Volatility Asymptotics Under Affine Stochastic Volatility Models
Author | : Antoine Jacquier |
Publisher | : |
Total Pages | : 0 |
Release | : 2010 |
ISBN-10 | : OCLC:930657188 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Implied Volatility Asymptotics Under Affine Stochastic Volatility Models by : Antoine Jacquier
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