TY  - BOOK
AU  - Bergomi, Lorenzo
TI  - Stochastic Volatility Modeling
SN  - 9781482244069
U1  - 332.6322 
PY  - 2016///
CY  - Boca Raton
PB  - CRC Press
KW  - Finance - Mathematical models
N1  - 1.	Introduction
2.	Local volatility
3.	Forward-start options
4.	Stochastic volatility - introduction
5.	Variance swaps
6.	An example of one-factor dynamics: the Heston model
7.	Forward variance models
8.	The smile of stochastic volatility models
9.	Linking static and dynamic properties of stochastic volatility models
10.	What causes equity smiles?
11.	Multi-asset stochastic volatility
12.	Local-stochastic volatility models
ER  -