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Fitting Local Volatility Analytic And Numerical Approaches In Black Scholes And Local Variance Gamma Models(1st Edition)

Authors:

Andrey Itkin

Free fitting local volatility analytic and numerical approaches in black scholes and local variance gamma models
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Cover Type:Hardcover
Condition:New

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Book details

ISBN: 9811212767, 9811212767

Book publisher: World Scientific Publishing