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Fundamentals and Advanced Techniques in Derivatives Hedging

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Attention for Chapter 7: Local Volatility Models
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Chapter title
Local Volatility Models
Chapter number 7
Book title
Fundamentals and Advanced Techniques in Derivatives Hedging
Published by
Springer, Cham, January 2016
DOI 10.1007/978-3-319-38990-5_7
Book ISBNs
978-3-31-938988-2, 978-3-31-938990-5
Authors

Bruno Bouchard, Jean-François Chassagneux