Volterra Volatility Models : Option Pricing and Hedging

Author(s)

• Di Nunno, Giulia
• Mishura, I︠U︡lii︠a︡ S.
• Yurchenko-Tytarenko, Anton

Bibliographic Information

Volterra Volatility Models : Option Pricing and Hedging

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

（Springer finance）

Springer Nature Switzerland, [2026] , , c2026

Note

Content Type: text (ncrcontent), Media Type: unmediated (ncrmedia), Carrier Type: volume (ncrcarrier)

Includes bibliographical references and index

Details

• NCID: BD20503112
• ISBN:
  • 9783032265753
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cham
• Pages/Volumes: xvii, 342 pages
• Size: 25 cm
• Classification:
  • DC23 : 519
  • DC23 : 332.632220151923
• Subject Headings:
  • LCSH : Mathematics
  • LCSH : Stochastic models
  • LCSH : Social sciences
  • LCSH : Stochastic processes
  • FREE : Stochastic processes fast
  • LCSH : Stocks -- Prices -- Mathematical models
  • FREE : Stocks -- Prices -- Mathematical models fast
  • LCSH : Volterra equations
  • FREE : Volterra equations fast
• Parent Bibliography ID:
  • BA37506339