Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (Q6159078)
From MaRDI portal
scientific article; zbMATH DE number 7691065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility |
scientific article; zbMATH DE number 7691065 |
Statements
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility (English)
0 references
1 June 2023
0 references
dupire equation
0 references
local volatility
0 references
stochastic rates
0 references
stochastic local volatility
0 references
0 references
0 references
