Extrapolation Analytics for Dupire’s Local Volatility
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Publication:4560335
DOI10.1007/978-3-319-11605-1_10zbMath1418.91511MaRDI QIDQ4560335
Publication date: 11 December 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-11605-1_10
Related Items
Local Volatility, Conditioned Diffusions, and Varadhan's Formula, Option pricing in the moderate deviations regime, Asymptotics of some generalized Mathieu series, Difference Equation Theory Meets Mathematical Finance
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Cites Work
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