Don't stay local - extrapolation analytics for Dupire's local volatility (Q6225244)
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scientific article; zbMATH DE number 900109099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Don't stay local - extrapolation analytics for Dupire's local volatility |
scientific article; zbMATH DE number 900109099 |
Statements
6 May 2011
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q-fin.PR
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math.PR
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