A Taylor Series Approach to Pricing and Implied Vol for LSV Models
- 期刊名称SSRN Electronic Journal
- 作者Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea
- 电子ISSN1556-5068
- 文件大小194.28KB
- 发表时间2013
- DOI10.2139/ssrn.2314687
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