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scientific article; zbMATH DE number 7002157
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scientific article; zbMATH DE number 7002157

    Statements

    author
    Peter Carr
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    Hélyette Geman
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    Dilip B. Madan
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    Marc Yor
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    publication date
    15 January 2019
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    zbMATH Keywords
    local volatility
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    local Lévy models
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    option prices
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    Identifiers

    zbMATH DE Number
    7002157
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