Expectation of local times and the Dupire formula (Q2145798)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation of local times and the Dupire formula |
scientific article |
Statements
Expectation of local times and the Dupire formula (English)
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20 June 2022
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volatility
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Dupire formula
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Itô-Tanaka formula
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martingales
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