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Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Zaugg, Nicola F., Grzelak, Lech A.
Formato:	Preprint
Publicado:	2024
Materias:	Computational Finance Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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