Martingale Methods in Financial Modelling
2nd edition§This thoroughly revised second edition includes a brand new chapter devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no…
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Springer-Verlag Berlin and Hei
Specifikacia Martingale Methods in Financial Modelling
2nd edition§This thoroughly revised second edition includes a brand new chapter devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.