✦ LIBER ✦
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
✍ Scribed by José E. Figueroa-López; Ruoting Gong; Christian Houdré
- Book ID
- 113914857
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 340 KB
- Volume
- 122
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.