Local-Stochastic Volatility : The Dynamics of the Forward Smile
Research output: Contribution to conference › Poster › Research
Documents
- Local Stochastic Volatility - The Dynamics of the Forward Smile
520 KB, PDF document
Original language | English |
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Publication date | 8 Dec 2008 |
Publication status | Published - 8 Dec 2008 |
Event | RISK Training Course : Modelling Volatility - London, United Kingdom Duration: 8 Dec 2008 → 9 Dec 2008 |
Course
Course | RISK Training Course : Modelling Volatility |
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Country | United Kingdom |
City | London |
Period | 08/12/2008 → 09/12/2008 |
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