About this Mathematics article
Computing the Implied Volatility in Stochastic Volatility Models by Henri Berestycki; Jérôme Busca; Igor Florent is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Henri Berestycki; Jérôme Busca; Igor Florent
- Publisher
- John Wiley and Sons; Wiley (John Wiley & Sons); John Wiley & Sons Inc.; Wiley (ISSN 0010-3640)
- Published
- 2004
- Language
- EN
- Field
- Mathematics (Physical Sciences)