Local volatility

Results: 96



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91Finance / Investment / Implied volatility / Stochastic volatility / Local volatility / Volatility / Foreign-exchange option / Black–Scholes / Interest rate cap and floor / Financial economics / Mathematical finance / Options

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Source URL: www.math.columbia.edu

Language: English - Date: 2002-11-25 08:03:00
92Finance / Options / Stochastic processes / Damiano Brigo / Local volatility / Equations / Fabio Mercurio / Volatility smile / Volatility / Mathematical finance / Financial economics / Statistics

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Source URL: www.damianobrigo.it

Language: English - Date: 2002-11-28 13:38:01
93Options / Investment / Local volatility / Volatility smile / Volatility / Implied volatility / Black–Scholes / Log-normal distribution / Greeks / Mathematical finance / Financial economics / Finance

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Source URL: www.damianobrigo.it

Language: English - Date: 2002-11-27 13:38:29
94Finance / Investment / Implied volatility / Black–Scholes / Volatility / Local volatility / Valuation of options / Futures contract / Risk-neutral measure / Financial economics / Mathematical finance / Options

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Source URL: haas.berkeley.edu

Language: English
95Options / Investment / Variance swap / Implied volatility / Volatility / VIX / Local volatility / Stochastic volatility / Black–Scholes / Financial economics / Mathematical finance / Finance

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Source URL: www.math.nyu.edu

Language: English - Date: 2002-04-24 14:27:13
96Economics / Merton Model / Credit default swap / Risk-neutral measure / Local volatility / Black–Scholes / Convertible bond / Futures contract / Derivative / Financial economics / Mathematical finance / Finance

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Source URL: algo.scu.edu

Language: English - Date: 2008-11-13 09:17:14
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