REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS
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Publication:5010065
DOI10.1142/S021902492150014XzbMath1470.91275OpenAlexW3163094196MaRDI QIDQ5010065
Publication date: 24 August 2021
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021902492150014x
calibrationchaos expansionstochastic volatility modeldensity matchinglocal volatility modelfractional volatility model
Cites Work
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