Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models

Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models is written by Andrey Itkin and published by World Scientific. The Digital and eTextbook ISBNs for Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models are 9789811212789, 9811212783 and the print ISBNs are 9789811212765, 9811212767. Save up to 80% versus print by going digital with VitalSource. Additional ISBNs for this eTextbook include 9789811212772.

Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models is written by Andrey Itkin and published by World Scientific. The Digital and eTextbook ISBNs for Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models are 9789811212789, 9811212783 and the print ISBNs are 9789811212765, 9811212767. Save up to 80% versus print by going digital with VitalSource. Additional ISBNs for this eTextbook include 9789811212772.