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1769322

9783540426578

Uncertain Volatility Models Theory and Application

Uncertain Volatility Models Theory and Application
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Product details

  • ISBN-13: 9783540426578
  • ISBN: 3540426574
  • Publication Date: 2002
  • Publisher: Springer

AUTHOR

Buff, R.

SUMMARY

This text describes Uncertain Volatility Models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets.Buff, R. is the author of 'Uncertain Volatility Models Theory and Application', published 2002 under ISBN 9783540426578 and ISBN 3540426574.

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