Stochastic implied volatility : a factor-based model

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Bibliographic Information

Title
"Stochastic implied volatility : a factor-based model"
Statement of Responsibility
Reinhold Hafner
Publisher
  • Springer-Verlag
Publication Year
  • c2004
Book size
24 cm

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Notes

Includes bibliographical references (p. [215]-223) and index

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Details 詳細情報について

  • CRID
    1130282269948744576
  • NII Book ID
    BA68347273
  • ISBN
    3540221832
  • LCCN
    2004109369
  • Web Site
    https://lccn.loc.gov/2004109369
  • Text Lang
    en
  • Country Code
    gw
  • Title Language Code
    en
  • Place of Publication
    • Berlin ; Tokyo
  • Data Source
    • CiNii Books
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