Stochastic flow approach to Dupire's formula
Year of publication: |
2007
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Authors: | Jourdain, B. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 4, p. 521-535
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Subject: | put-call duality | Volatilität | Volatility | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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