Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models - Session Sample

Описание к видео Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models - Session Sample

Presenter Roger Lord discusses the Black-Scholes model.

The complete workshop is available via the Quants Hub: http://quantshub.com/qhworkshopview/31

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