Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078)
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scientific article; zbMATH DE number 7691065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility |
scientific article; zbMATH DE number 7691065 |
Statements
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (English)
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1 June 2023
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dupire equation
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local volatility
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stochastic rates
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stochastic local volatility
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