7 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method
em University of Michigan
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"April 1980."
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Bibliography: p. 32-34.
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Federal Highway Administration, Office of Safety and Traffic Operations Research Development, McLean, Va.
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Transportation Department, Washington, D.C.
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National Highway Traffic Safety Administration, Washington, D.C.
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Issued October 1977.
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Cover title.