Expectation of local times and the Dupire formula (Q2145798): Difference between revisions

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Latest revision as of 08:49, 29 July 2024

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Expectation of local times and the Dupire formula
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    Expectation of local times and the Dupire formula (English)
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    20 June 2022
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    volatility
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    Dupire formula
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    Itô-Tanaka formula
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    martingales
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