Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18
Quantcast – a Risk.net Cutting Edge podcast - Podcast készítő Quantcast – a Risk.net Cutting Edge podcast
Kategóriák:
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.
