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Local Volatility, Conditioned Diffusions, and Varadhan's Formula.

Stefano De MarcoPeter K. Friz
Published in: SIAM J. Financial Math. (2018)
Keyphrases
  • stock price
  • vector valued
  • anisotropic diffusion
  • stock index futures
  • stock market
  • stock trading
  • financial markets
  • diffusion processes
  • chinese stock market
  • exchange rate
  • financial crisis
  • database
  • genetic algorithm