Stochastic volatility modeling

Main Author: Bergomi, Lorenzo (Author)
Published: Boca Raton: CRC Press, Taylor & Francis Group, 2016
Series:Chapman & Hall/CRC financial mathematics series
Subjects:
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245 0 0 |a Stochastic volatility modeling   |c Lorenzo Bergomi. 
264 # 1 |a Boca Raton:   |b CRC Press, Taylor & Francis Group,   |c 2016 
264 # 4 |c ♭ 2016 
300 # # |a xvi, 506 pages:   |b illustrations;   |c 25 cm 
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504 # # |a Includes bibliographical references and index 
590 # # |a Pusat Pengajian Informatik dan Matematik Gunaan 
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650 # 0 |a Stochastic models  
650 # 0 |a Finance --   |x Mathematical models  
830 # 0 |a Chapman & Hall/CRC financial mathematics series 
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