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9780521843584

Volatility Perturbations In Financial Markets

Volatility Perturbations In Financial Markets
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Product details

  • ISBN-13: 9780521843584
  • ISBN: 0521843588
  • Publication Date: 2005
  • Publisher: Cambridge University Press

AUTHOR

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie

SUMMARY

For practitioners, the modelling of the implied volatility consistent with no-arbitrage is crucial. The authors present an approach to this problem which consists in combining singular and regular perturbation techniques.Fouque, Jean-Pierre is the author of 'Volatility Perturbations In Financial Markets', published 2005 under ISBN 9780521843584 and ISBN 0521843588.

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