Asymptotic Chaos Expansions in Finance Theory and Practice
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for relative value strategies or for...
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
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London :
Springer London
2014.
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| Colección: | Springer Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32909421*spi |
