All ebooks by David Nicolay in EPUB
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All ebooks by David Nicolay in EPUB


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Download this eBook Asymptotic Chaos Expansions in Finance
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Asymptotic Chaos Expansions in Finance


David Nicolay


Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for...

Publication date: 2014-11-25
Format: ePub
Publisher: Springer
Collection: Springer Finance
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£44,99

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