Uncertain Volatility Models — Theory and Application (книга)
Uncertain Volatility Models — Theory and Application | |
Автор: | Robert Buff |
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Оригинал издан: | ???? |
«Uncertain Volatility Models — Theory and Application» — книга ???? года.
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От издателя 
«This book introduces Uncertain Volatility Models in mathematical finance. Uncertain Volatility Models evaluate option portfolios under worst- and best-case scenarios when the volatility coefficient of the pricing model cannot be determined exactly.…»