New Approximations in Local Volatility Models (Q4561938): Difference between revisions

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scientific article; zbMATH DE number 6993399
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English
New Approximations in Local Volatility Models
scientific article; zbMATH DE number 6993399

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    New Approximations in Local Volatility Models (English)
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    13 December 2018
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    option pricing
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    local volatility model
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    stochastic expansion
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    Malliavin calculus
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