ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS [0.03%]
局部波动扩散模型解析可解族的性质
Giuseppe Campolieti; Roman N. Makarov
Giuseppe Campolieti; Roman N. Makarov
Goran Peskir
Goran Peskir
Timothy C. Johnson
Timothy C. Johnson
Mthuli Ncube; Stephen Satchell
Mthuli Ncube; Stephen Satchell
David Heath; Hyejin Ku
David Heath; Hyejin Ku
Lucien Foldes
Lucien Foldes
Mark Broadie; Jérôme Detemple
Mark Broadie; Jérôme Detemple