Stochastic volatility modeling

Détails bibliographiques
Auteur principal:	Bergomi, Lorenzo (Auteur)
Format:	Livre
Langue:	English
Publié:	Boca Raton, FL CRC Press [2016]
Collection:	Chapman & Hall/CRC financial mathematics series.
Sujets:	Finance > Mathematical models. Securities > Mathematical models. Stochastic models.