Calibration of local volatility using the local and implied instantaneous variance
Year of publication: |
2010
|
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Authors: | Turinici, Gabriel |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/2010, 2, p. 1-18
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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