Stochastic implied volatility : a factor-based model /
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| Author / Creator: | Hafner, Reinhold, 1969- |
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| Imprint: | Berlin ; New York : Springer, 2004. |
| Description: | xi, 229 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in economics and mathematical systems, 0075-8442 ; 545 Lecture notes in economics and mathematical systems 545. |
| Subject: | |
| Format: | Dissertations Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5541174 |