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Communication Dans Un Congrès Année : 2008

Approximative closed formulas for models with local/stochastic volatility

Emmanuel Gobet
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hal-00781448 , version 1 (26-01-2013)

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  • HAL Id : hal-00781448 , version 1

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Emmanuel Gobet. Approximative closed formulas for models with local/stochastic volatility. Workshop on Computational Methods with Applications in Finance, Insurance and the Life Sciences, Nov 2008, Linz, Austria. ⟨hal-00781448⟩
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