New Approximations in Local Volatility Models (Q4561938): Difference between revisions
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Revision as of 23:14, 19 March 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)
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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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