IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY
نویسندگان
چکیده
منابع مشابه
Implied and Local Volatilities under Stochastic Volatility
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ژورنال
عنوان ژورنال: International Journal of Theoretical and Applied Finance
سال: 2001
ISSN: 0219-0249,1793-6322
DOI: 10.1142/s0219024901000870