✦ LIBER ✦
Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles
✍ Scribed by Carr, Peter; Cousot, Laurent
- Book ID
- 118203699
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2012
- Tongue
- English
- Weight
- 757 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1945-497X
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