Approximation and Calibration of Short-term Implied Volatilities Under Jump-diffusion Stochastic Volatility
Author | : Alexey Medvedev |
Publisher | : |
Total Pages | : 37 |
Release | : 2006 |
ISBN-10 | : OCLC:716913610 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Approximation and Calibration of Short-term Implied Volatilities Under Jump-diffusion Stochastic Volatility by : Alexey Medvedev
Download or read book Approximation and Calibration of Short-term Implied Volatilities Under Jump-diffusion Stochastic Volatility written by Alexey Medvedev and published by . This book was released on 2006 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: