Calibration of the Bass Local Volatility model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Acciaio, Beatrice, Marini, Antonio, Pammer, Gudmund
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Probability 60G44, 65J15, 91G30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2311.14567