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求Efficient trinomial trees for local‐volatility models in pricing
3 个回复 - 353 次查看【作者(必填)】Lok U H, Lyuu Y D. 【文题(必填)】 Efficient trinomial trees for local‐volatility models in pricing double‐barrier options 【年份(必填)】2019 【全文链接或数据库名称(选填)】http ...2019-12-10 09:10 - 地下爆菊 - 求助成功区

Local Volatility Pricing Models for Long-Dated FX Derivatives
3 个回复 - 853 次查看【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
1 个回复 - 1330 次查看【作者(必填)】Anthonie van der Stoep[/backcolor]Lech A. Grzelak[/backcolor]Cornelis W. Oosterlee[/backcolor] 【文题(必填)】 The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simula ...2018-1-28 20:12 - Bumboo - 求助成功区

The forward smile in local–stochastic volatility models
1 个回复 - 736 次查看【作者(必填)】Andrea Mazzon and Andrea Pascucci 【文题(必填)】The forward smile in local–stochastic volatility models 【年份(必填)】2017 【全文链接或数据库名称(选填)】Journal of Computational ...2017-1-18 16:05 - Bumboo - 文献求助专区

Calibrating and Pricing with a Stochastic-Local Volatility Model
4 个回复 - 1218 次查看【作者(必填)】Tian, Zhu, Lee, Klebaner, Hamza 【文题(必填)】Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journal of Derivati ...2016-6-29 16:28 - Bumboo - 文献求助专区

Calibrating and Pricing with a Stochastic-Local Volatility Model
2 个回复 - 1505 次查看【作者(必填)】Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza 【文题(必填)】 Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】 Spring 2015, Vol. 22, ...2015-6-8 12:20 - ssylzz - 求助成功区

Analytical formulas for a local volatility model with stochastic rates
1 个回复 - 1074 次查看【作者(必填)】【文题(必填)】 Analytical formulas for a local volatility model with stochastic rates【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/1469768 ...2015-1-29 00:50 - ssylzz - 求助成功区

正式版Local volatility dynamic models
1 个回复 - 1024 次查看【作者(必填)】【文题(必填)】Local volatility dynamic models 【年份(必填)】Finance and Stochastics January 2009, Volume 13, Issue 1, pp 1-48 【全文链接或数据库名称(选填)】http://link.springe ...2015-1-29 00:52 - ssylzz - 求助成功区

Interest rate models enhanced with local volatility
0 个回复 - 581 次查看【作者(必填)】Lingling Cao, Pierre Henry-Labordère 【文题(必填)】 Interest rate models enhanced with local volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.risk.net/derivati ...2017-2-14 16:24 - Bumboo - 文献求助专区

急！！！关于Dupire equation for local volatility models of Calls on futures
5 个回复 - 3255 次查看 Dupire equation for local volatility models of Calls on futures 与一般的Dupire equation会有什么不同吗，老师给的作业题在写Calls on futures 的Dupire equation，想了两周都没想出入手点，给点线索吧。谢谢大家 ...2011-1-25 21:33 - game007 - 爱问频道

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