Expectation of local times and the Dupire formula (Q2145798)

From MaRDI portal
Revision as of 12:47, 22 March 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q113863857, #quickstatements; #temporary_batch_1711094041063)
scientific article
Language Label Description Also known as
English
Expectation of local times and the Dupire formula
scientific article

    Statements

    title
    Expectation of local times and the Dupire formula (English)
    0 references
    author
    Kais Hamza
    0 references
    Fima C. Klebaner
    0 references
    publication date
    20 June 2022
    0 references
    zbMATH Keywords
    volatility
    0 references
    Dupire formula
    0 references
    Itô-Tanaka formula
    0 references
    martingales
    0 references

    Identifiers

    zbMATH DE Number
    7544399
    0 references
    OpenAlex ID
    W2969344247
    0 references
    Wikidata QID
    Q113863857
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2145798&oldid=33157636"
    Powered by MediaWiki