EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL-STOCHASTIC VOLATILITY MODELS
Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea
- 期刊名称Mathematical Finance
- 作者Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea
- 印刷ISSN0960-1627
- 文件大小596.89KB
- 发表时间2015-09
- DOI10.1111/mafi.12105