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"Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic ..."

Orcan Ögetbil, Bernhard Hientzsch (2023)

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DOI: 10.1137/21M1390906

access: closed

type: Journal Article

metadata version: 2023-08-18

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Orcan Ögetbil, Bernhard Hientzsch:
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility. SIAM J. Financial Math. 14(2): 452-474 (2023)

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