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Mathematical finance / Options / BlackScholes model / Moneyness / Local volatility / Volatility / Laplace distribution / Stochastic volatility / Normal distribution / Implied volatility / Volatility smile
Date: 2009-01-27 08:16:48
Mathematical finance
Options
BlackScholes model
Moneyness
Local volatility
Volatility
Laplace distribution
Stochastic volatility
Normal distribution
Implied volatility
Volatility smile

PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT

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