Stochastic volatility modeling /

Bergomi, Lorenzo,

Stochastic volatility modeling / Lorenzo Bergomi. - xvi, 506 pages : illustrations ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references and index.

978036784378

2015037873


Finance--Mathematical models.
Securities--Mathematical models.
Stochastic models.

332.63 / BER-S