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Q2782353 - MaRDI portal

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scientific article; zbMATH DE number 1724293
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scientific article; zbMATH DE number 1724293

    Statements

    author
    Damiano Brigo
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    Fabio Mercurio
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    publication date
    31 May 2003
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    zbMATH Keywords
    stock price dynamics
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    option pricing
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    local volatility models
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    volatility skew and smile
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    Identifiers

    zbMATH DE Number
    1724293
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