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Solvable Local and Stochastic Volatility Models: Supersymme..:
Henry-Labordere, Pierre
Quantitative Finance. 7 (2007) 5 - p. 525-535 , 2007
Link:
https://doi.org/10.1080/14697680601103045
RT Journal T1
Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing
UL https://suche.suub.uni-bremen.de/peid=ssoar-oai:gesis.izsoz.de:document_22095&Exemplar=1&LAN=DE A1 Henry-Labordere, Pierre YR 2007 K1 Wirtschaft K1 Economics K1 Applied Mathematical Finance K1 Econophysics K1 Black-Scholes Model K1 Stochastic Volatility K1 Calibration of Stochastic Volatility K1 Volatility Modelling K1 Basic Research K1 General Concepts and History of Economics K1 Economic Statistics K1 Econometrics K1 Business Informatics K1 Wirtschaftsstatistik K1 Ökonometrie K1 Wirtschaftsinformatik K1 spezielle Theorien und Schulen K1 Methoden K1 Entwicklung und Geschichte der Wirtschaftswissenschaften K1 Theorieanwendung K1 theory application JF Quantitative Finance VO 7 IS 5 SP 525 OP 535 LK http://dx.doi.org/https://doi.org/10.1080/14697680601103045 DO https://doi.org/10.1080/14697680601103045 SF ELIB - SuUB Bremen
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