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International conference "Advanced Finance and Stochastics"
June 25, 2013 16:00–16:20, Moscow, Steklov Mathematical Institute of RAS 		 

Local volatility models: approximation and regularization

Stefan Gerhold

Vienna University of Technology, Austria
Video records:
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Flash Video 775.4 Mb
MP4 494.5 Mb
Supplementary materials:
Adobe PDF 301.1 Kb

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Stefan Gerhold
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Supplementary materials: 7087.pdf (301.1 Kb)

Language: English
 
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