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Geman, Hélyette and Carr, P. and Madan, D.P. and Yor, M. (2004) From local volatility to local lévy models. Quantitative Finance 4 (5), pp. 581-588. ISSN 1469-7688.
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Geman, Hélyette and Carr, P. and Madan, D.P. and Yor, M. (2004) From local volatility to local lévy models. Quantitative Finance 4 (5), pp. 581-588. ISSN 1469-7688.