Testing the local volatility assumption: a statistical approach (Q470421)
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scientific article; zbMATH DE number 6368781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the local volatility assumption: a statistical approach |
scientific article; zbMATH DE number 6368781 |
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Testing the local volatility assumption: a statistical approach (English)
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12 November 2014
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local volatility models
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stochastic volatility models
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test statistics
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semi-martingales
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limit theorems
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