Found 7 Documents (Results 1–7)
The exact Taylor formula of the implied volatility. (English) Zbl 1414.91385
Reviewer: Martynas Manstavičius (Vilnius)
Analytical approximation of the transition density in a local volatility model. (English) Zbl 1246.91137
Reviewer: Nikita E. Ratanov (Bogotá)
Path dependent volatility. (English) Zbl 1160.35457
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