An Hilbert space approach for a class of arbitrage free implied volatilities models
Year of publication: |
2007-12-17
|
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Authors: | Brace, Alan ; Fabbri, Giorgio ; Goldys, Benjamin |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Implied volatility | Option pricing | Stochastic SPDE | Hilbert space |
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