Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18
Quantcast – a Risk.net Cutting Edge podcast - Podcast tekijän mukaan Quantcast – a Risk.net Cutting Edge podcast
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Giorgia Callegaro, Lucio Fiorin and Martino Grasselli, authors of 'American quantized calibration in stochastic volatility', introduce a pricing model for European and American-style options with stochastic volatility.
