Python for Rough Volatility: Bergomi and Stochastic Volatility Models

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Python for Rough Volatility: Rough Bergomi and Stochastic Volatility Models

Produktspezifikationen

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  • 9798198945449

Independently Published

Derivatives Mathematics & Volatility Modeling: Option Pricing Theory, Stochastic Models, and Surface Construction

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CRC Press

Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics)

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Rough Volatility (Financial Mathematics, Band 2)

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