Dupire-like identities for complex options (Q869454): Difference between revisions
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| Property / cites work: Computational Methods for Option Pricing / rank | |||
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| Property / cites work: Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization / rank | |||
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| Property / cites work: Stock Price Distributions with Stochastic Volatility: An Analytic Approach / rank | |||
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| Property / cites work: The Mathematics of Financial Derivatives / rank | |||
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Revision as of 14:21, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dupire-like identities for complex options |
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Dupire-like identities for complex options (English)
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2 March 2007
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