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"Local volatility dynamic models."

René Carmona, Sergey Nadtochiy (2009)

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DOI: 10.1007/S00780-008-0078-4

access: closed

type: Journal Article

metadata version: 2021-07-29

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  - https://dblp.org/rec/journals/fs/CarmonaN09
René Carmona, Sergey Nadtochiy:
Local volatility dynamic models. Finance Stochastics 13(1): 1-48 (2009)

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