Extrapolation Analytics for Dupire’s Local Volatility (Q4560335): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: DLMF / rank | |||
Normal rank | |||
Revision as of 19:57, 29 February 2024
scientific article; zbMATH DE number 6991891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extrapolation Analytics for Dupire’s Local Volatility |
scientific article; zbMATH DE number 6991891 |
Statements
Extrapolation Analytics for Dupire’s Local Volatility (English)
0 references
11 December 2018
0 references
local volatility
0 references
saddle point methods
0 references
contour integration
0 references
