Path dependent volatility (Q940996)

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Path dependent volatility
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    title
    Path dependent volatility (English)
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    author
    Paolo Foschi
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    Andrea Pascucci
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    publication date
    4 September 2008
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    zbMATH DE Number
    5320823
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    zbMATH Keywords
    option pricing
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    Kolmogorov equations
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    volatility modeling
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