Stochastic implied volatility
Subtitle: a factor-based model
By: Reinhold Hafner.
Series: Lecture notes in economics and mathematical systems,; 545
Publisher: Springer
Published: 2004
Place of publication: Berlin; New York
Language: eng
Number of pages: 229
Subjects: Stochastic processes
Notes: Includes bibliographic references and index (p.[215]-223).
Based on the author's thesis (doctoral)--University of Augsburg, 2004.