ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (Q4919611): Difference between revisions

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+Option pricing with quadratic volatility: a revisit
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+Computing the implied volatility in stochastic volatility models
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+Q5816908
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+Analysis, Geometry, and Modeling in Finance
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+Some Properties of the Eigenfunctions of The Laplace-Operator on Riemannian Manifolds
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+A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD
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+Publication:4919611