Uncertain Volatility Models -- Theory and Application /

This book introduces Uncertain Volatility Models in mathematical finance. Uncertain Volatility Models evaluate option portfolios under worst- and best-case scenarios when the volatility coefficient of the pricing model cannot be determined exactly. The user defines subjective volatility constraints;...

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Bibliographic Details

Main Author:	Buff, Robert
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2002.
Series:	Springer finance.
Subjects:	Mathematics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book