Browsing by Author Nadtochiy, S
Showing results 1 to 1 of 1
Publication Date | Article Title | Author(s) |
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1-Jan-2017 | Simulation of implied volatility surfaces via tangent Lévy models | Carmona, Rene; Ma, Y; Nadtochiy, S |
Publication Date | Article Title | Author(s) |
---|---|---|
1-Jan-2017 | Simulation of implied volatility surfaces via tangent Lévy models | Carmona, Rene; Ma, Y; Nadtochiy, S |