Local-Stochastic Volatility : The Dynamics of the Forward Smile
Research output: Contribution to conference › Poster › Research
Standard
Local-Stochastic Volatility : The Dynamics of the Forward Smile. / McGhee, William Alexander.
2008. Poster session presented at RISK Training Course : Modelling Volatility, London, United Kingdom.Research output: Contribution to conference › Poster › Research
Harvard
McGhee, WA 2008, 'Local-Stochastic Volatility : The Dynamics of the Forward Smile', RISK Training Course : Modelling Volatility, London, United Kingdom, 08/12/2008 - 09/12/2008.
APA
McGhee, W. A. (2008). Local-Stochastic Volatility : The Dynamics of the Forward Smile. Poster session presented at RISK Training Course : Modelling Volatility, London, United Kingdom.
Vancouver
McGhee WA. Local-Stochastic Volatility : The Dynamics of the Forward Smile. 2008. Poster session presented at RISK Training Course : Modelling Volatility, London, United Kingdom.
Author
Bibtex
@conference{059cb9e1efe04880bef56cbc340e3006,
title = "Local-Stochastic Volatility : The Dynamics of the Forward Smile",
author = "McGhee, {William Alexander}",
year = "2008",
month = dec,
day = "8",
language = "English",
note = "RISK Training Course : Modelling Volatility ; Conference date: 08-12-2008 Through 09-12-2008",
}
RIS
TY - CONF
T1 - Local-Stochastic Volatility : The Dynamics of the Forward Smile
AU - McGhee, William Alexander
PY - 2008/12/8
Y1 - 2008/12/8
M3 - Poster
T2 - RISK Training Course : Modelling Volatility
Y2 - 8 December 2008 through 9 December 2008
ER -
ID: 252611076