Asymptotics and calibration of local volatility models (Q4646770)
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scientific article; zbMATH DE number 7001503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and calibration of local volatility models |
scientific article; zbMATH DE number 7001503 |
Statements
Asymptotics and calibration of local volatility models (English)
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14 January 2019
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local volatility models
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quasilinear degenerate parabolic partial differential equation
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asymptotics
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