New Approximations in Local Volatility Models (Q4561938): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:23, 7 February 2024
scientific article; zbMATH DE number 6993399
Language | Label | Description | Also known as |
---|---|---|---|
English | New Approximations in Local Volatility Models |
scientific article; zbMATH DE number 6993399 |
Statements
New Approximations in Local Volatility Models (English)
0 references
13 December 2018
0 references
option pricing
0 references
local volatility model
0 references
stochastic expansion
0 references
Malliavin calculus
0 references