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scientific article
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scientific article

    Statements

    author
    Thomas F. Coleman
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    Yuying Li
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    Arun Kumar Verma
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    publication date
    3 September 2001
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    zbMATH Keywords
    local volatility function
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    implied volatility
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    option pricing model
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    1-factor continuous diffusion
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    Identifiers

    zbMATH DE Number
    1619439
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