Approximation and Calibration of Short-term Implied Volatilities Under Jump-diffusion Stochastic Volatility

Approximation and Calibration of Short-term Implied Volatilities Under Jump-diffusion Stochastic Volatility
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Total Pages : 37
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ISBN-10 : OCLC:716913610
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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:


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