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Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bain, Alan, Mariapragassam, Matthieu, Reisinger, Christoph
Formato:	Preprint
Publicado:	2019
Materias:	Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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