Local Volatility, Conditioned Diffusions, and Varadhan's Formula
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Publication:4579844
DOI10.1137/16M1092313zbMath1410.91443OpenAlexW2810381742MaRDI QIDQ4579844
Peter K. Friz, Stefano De Marco
Publication date: 10 August 2018
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1092313
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