Stochastic Implied Volatility

Stochastic Implied Volatility: a Factor-Based Model

by Hafner, Reinhold

Type Book
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Title Statements

  • Full title :Stochastic Implied Volatility : a Factor-Based Model / by Reinhold Hafner.

Edition Statements

  • Publication Date:2004.

Publication Statements

The Physical Object

  • Description:Online-Ressource.

Edition Identifiers

  • ISBN:9783540221838, 3540221832, 9783642171178, 3642171176
  • DOI:10.1007/978-3-642-17117-8
  • oclc:ocn869859063
  • LC Classification:HB139-141
  • Dewey Decimal:330.015195

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