搜索结果: 1-1 共查到“国民经济学 local volatility”相关记录1条 . 查询时间(0.062 秒)
Is the minimum value of an option on variance generated by local volatility?
minimum value option local volatility
2010/10/18
We discuss the possibility of obtaining model-free bounds on volatility derivatives, given present market data in the form of a calibrated local volatility model. A counter-example to a wide-spread co...