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On the Weak Error for Local Stochastic Volatility Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Friz, Peter K., Jourdain, Benjamin, Wagenhofer, Thomas, Zhou, Alexandre
Format:	Preprint
Published:	2025
Subjects:	Probability Computational Finance 91G60, 60H35 (Primary) 91G80, 65C30 (Secondary)
Online Access:	Acceder al recurso
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