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Alexander, C. and Nogueira, L. (2004) Stochastic local volatility. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.
| Item Type | Conference or Workshop Item (Paper) |
| URI | https://reading-clone.eprints-hosting.org/id/eprint/21260 |
| Item Type | Conference or Workshop Item |
| Refereed | Yes |
| Divisions | Henley Business School > Finance and Accounting |
| Uncontrolled Keywords | Option pricing and hedging, stochastic local volatility, implied volatility, smile-consistent models |
| Download/View statistics | View download statistics for this item |
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