Realized Local Volatility Surface

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ma, Yuming, Sengoku, Shintaro, Nakata, Kazuhide
Format:	Preprint
Published:	2025
Subjects:	Risk Management Optimization and Control Computational Finance Trading and Market Microstructure 91G70 (Primary) 91G20, 91G60 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.15626