Fitting Local Volatility: Analytic And Numerical Approaches In Black Scholes Variance Gamma Models

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Fitting Local Volatility: Analytic And Numerical Approaches In Black Scholes Variance Gamma Models

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  • 9789811212765

World Scientific

Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes Variance Gamma Models

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Mc Graw Hill India

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