✦ LIBER ✦
Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors
✍ Scribed by Seungho Yang; Younhee Lee; Gabjin Oh; Jaewook Lee
- Book ID
- 108130623
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 968 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0957-4174
No coin nor oath required. For personal study only.