Model-Free Stochastic Collocation for an Arbitrage-Free...

Risks 2019 / 03 Vol. 7; Iss. 1

Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II

Le Floc’h, Fabien, Oosterlee, Cornelis
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:
7
Language:
english
Journal:
Risks
DOI:
10.3390/risks7010030
Date:
March, 2019
File:
PDF, 480 KB
english, 2019
Conversion to is in progress
Conversion to is failed