Estimation of local volatilities in a generalized...

Estimation of local volatilities in a generalized Black–Scholes model

Chung-Ki Cho, Taekkeun Kim, YongHoon Kwon
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Volume:
162
Year:
2005
Language:
english
Pages:
15
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2004.02.001
File:
PDF, 336 KB
english, 2005
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