Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract - Local volatility - Document - PDFSEARCH.IO

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	Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract Add to Reading List Document Date: 2015-02-27 09:23:01 Open Document File Size: 778,01 KB Share Result on Facebook

Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 AbstractAdd to Reading List