The exact smile of certain local volatility models (Q5397427)
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scientific article; zbMATH DE number 6260379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact smile of certain local volatility models |
scientific article; zbMATH DE number 6260379 |
Statements
The exact smile of certain local volatility models (English)
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20 February 2014
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local volatility theory
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option pricing
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implied volatilities
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stochastic differential equations
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