Dupire-like identities for complex options (Q869454): Difference between revisions

@@ Property / DOI @@
-.1016/j.crma.2006.11.032
@@ Property / DOI: 10.1016/j.crma.2006.11.032 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2006.11.032
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@@ Property / OpenAlex ID @@
+W2039592080
@@ Property / OpenAlex ID: W2039592080 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational Methods for Option Pricing
@@ Property / cites work: Computational Methods for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CRMA.2006.11.032
@@ Property / DOI: 10.1016/J.CRMA.2006.11.032 / rank @@
+Normal rank