2019-03-26
Pricing and calibration with stochastic local volatility models in a Monte Carlo setting
Publication
Publication
Additional Metadata | |
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C.W. Oosterlee (Kees) | |
Technische Universiteit Delft | |
978-94-6323-540-2 | |
Organisation | Scientific Computing |
van der Stoep, A.W. (2019, March 26). Pricing and calibration with stochastic local volatility models in a Monte Carlo setting.
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