An asymptotic expansion for local-stochastic volatility with jump models (Q2974856)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic expansion for local-stochastic volatility with jump models |
scientific article |
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An asymptotic expansion for local-stochastic volatility with jump models (English)
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11 April 2017
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asymptotic expansion
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local volatility
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stochastic volatility
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jump diffusion
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