Estimation of local volatilities in a generalized Black-Scholes model (Q1765852)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of local volatilities in a generalized Black-Scholes model |
scientific article |
Statements
Estimation of local volatilities in a generalized Black-Scholes model (English)
0 references
23 February 2005
0 references
0 references
