Carmona, René; Nadtochiy, Sergey Tangent Lévy market models. (English) Zbl 1259.91047 Finance Stoch. 16, No. 1, 63-104 (2012). MSC: 91B24 PDF BibTeX XML Cite \textit{R. Carmona} and \textit{S. Nadtochiy}, Finance Stoch. 16, No. 1, 63--104 (2012; Zbl 1259.91047) Full Text: DOI
Carmona, René; Nadtochiy, Sergey Local volatility dynamic models. (English) Zbl 1199.91202 Finance Stoch. 13, No. 1, 1-48 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 91G30 60H10 PDF BibTeX XML Cite \textit{R. Carmona} and \textit{S. Nadtochiy}, Finance Stoch. 13, No. 1, 1--48 (2009; Zbl 1199.91202) Full Text: DOI