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- Summary, etc....e with general local volatility structure for the pricing of ...
- Subject HeadingWiener-Ito chaos expansion local volatility average option basket option ...
Paper文書・図像類
Other Libraries in Japan
- Subject HeadingAsymptotic Expansion Local Volatility Affine-type Stochastic Volati...
Paper文書・図像類
Other Libraries in Japan
- Subject Heading...tic volatility Local volatility SABR model λ-SABR models Hest...
Paper文書・図像類
Other Libraries in Japan
- Subject Heading...tic volatility Local volatility Integration-by-parts Semigrou...
Paper文書・図像類
Other Libraries in Japan
- Subject Heading...ied volatility Local volatility Shifted log-normal model Jump...