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Stochastic Implied Volatility: A Factor-Based Model

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Book Details

Contributors
Author "R. Hafner, Reinhold Hafner"
Dimensions
Width 6.14 inch
Height 0.51 inch
Weight 358 g
Format
Binding Paperback
Overview
Number of Pages 229 Pages
Series Name Lecture Notes in Economics and Mathematical Systems
Publisher Springer
Publication Year 2004
ISBN-13 9783540221838
ISBN-10 3540221832
Language English
Edition Softcover reprint of the original 1st ed. 2004th
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