Asymptotics and calibration of local volatility models.
| Autor: | Berestycki, H.1 hb@ehess.fr, Busca, J.2 busca@ceremade.dauphine.fr, Florent, I.3 igor.florent@ccf.com |
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| Zdroj: | Quantitative Finance. Feb2002, Vol. 2 Issue 1, p61-69. 9p. |
| Databáze: | Business Source Ultimate |
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