PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT

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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 Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 535,31 KB Share Document on Facebook

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