unpublished

Bruno Bouchard and Martino Grasselli


Finance Group (2013) : Super-Hedging under the Real World Measure with Stochastic Volatility




Super-Hedging under the Real World Measure with Stochastic Volatility

Bruno Bouchard and Martino Grasselli




unpublished

To cite this publication :


Giorgia Callegaro, Lucio Fiorin, Martino Grasselli: Quantized calibration in local volatility models. Dans: Risk Magazine, 9 , p. 62-67, 2015, ISSN: 0952-8776.





    Candidature
    Documentation

    En savoir plus ?

    Contactez-nous et téléchargez une documentation


    Aussi intéressé(e) par :