LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES (Q2968277)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES |
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LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES (English)
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13 March 2017
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exact calibration
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implied smile
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local variance gamma
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