Is the Minimum Value of an Option on Variance Generated by Local Volatility? (Q2996523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is the Minimum Value of an Option on Variance Generated by Local Volatility? |
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Is the Minimum Value of an Option on Variance Generated by Local Volatility? (English)
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2 May 2011
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local volatility
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Dupire's formula
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