Market model of stochastic implied volatility and correlation stress
| Main Author: | |
|---|---|
| Published: |
Imperial College London
2003
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.405832 |
| Main Author: | |
|---|---|
| Published: |
Imperial College London
2003
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.405832 |