Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1137/21m1390906 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1137/21M1390906 / rank | |||
Normal rank | |||
Latest revision as of 20:00, 30 December 2024
scientific article; zbMATH DE number 7691065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility |
scientific article; zbMATH DE number 7691065 |
Statements
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (English)
0 references
1 June 2023
0 references
dupire equation
0 references
local volatility
0 references
stochastic rates
0 references
stochastic local volatility
0 references
0 references
0 references
