The smile of certain Lévy-type models (Q2873150)
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scientific article; zbMATH DE number 6249481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The smile of certain Lévy-type models |
scientific article; zbMATH DE number 6249481 |
Statements
23 January 2014
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regular perturbation
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Lévy-type models
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local volatility
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implied volatility
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default
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CEV
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The smile of certain Lévy-type models (English)
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