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Latest revision as of 22:38, 28 July 2024
scientific article; zbMATH DE number 7523539
Language | Label | Description | Also known as |
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English | No label defined |
scientific article; zbMATH DE number 7523539 |
Statements
9 May 2022
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time stepwise local volatility
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Dupire's model
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Monte Carlo
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transition density function
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path integral method
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