A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE (Q3606399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE |
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A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE (English)
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26 February 2009
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implied volatility
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Dupire's equation
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inverse problem
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ansatz approach
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nonlinear system
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