A General Valuation Framework for Stochastic Alpha Beta Rho...

SIAM Journal on Financial Mathematics 2018 / 01 Vol. 9; Iss. 2

A General Valuation Framework for Stochastic Alpha Beta Rho and Stochastic Local Volatility Models

Cui, Zhenyu, Kirkby, J. Lars, Nguyen, Duy
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/16M1106572
Date:
January, 2018
File:
PDF, 642 KB
english, 2018
Conversion to is in progress
Conversion to is failed