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~accessRights:"restricted"
~isPartOf:"The journal of computational finance"
~person:"Gatarek, Dariusz"
~subject:"Schätzung"
~subject:"Stochastic process"
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A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
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