✦ LIBER ✦

Local volatility dynamic models

✍ Scribed by René Carmona; Sergey Nadtochiy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOC

✍ Jim Gatheral; Elton P. Hsu; Peter Laurence; Cheng Ouyang; Tai-Ho Wang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 324 KB

Approximations for Asian options in loca

✍ Paolo Foschi; Stefano Pagliarani; Andrea Pascucci 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 777 KB

VOLATILITY MODELS

✍ KIMIO MORIMUNE 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

Forecasting volatility with asymmetric s

✍ Edward M.H. Lin; Cathy W.S. Chen; Richard Gerlach 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 552 KB

Dynamic multicomponent distillation usin

✍ Eldred H. Chimowitz; Sandro Macchietto; Thomas F. Anderson 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 437 KB

ON PROPERTIES OF ANALYTICALLY SOLVABLE F

✍ Giuseppe Campolieti; Roman N. Makarov 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 946 KB