A Moment Matching Market Implied Calibration Method for Jump-diffusion Models
Author | : Cédric Cavents |
Publisher | : |
Total Pages | : |
Release | : 2016 |
ISBN-10 | : OCLC:980944080 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis A Moment Matching Market Implied Calibration Method for Jump-diffusion Models by : Cédric Cavents
Download or read book A Moment Matching Market Implied Calibration Method for Jump-diffusion Models written by Cédric Cavents and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: