Peter J¨ackel∗ Hyperbolic local volatility First version: This version: - Local volatility - Document - PDFSEARCH.IO

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	Peter J¨ackel∗ Hyperbolic local volatility First version: This version: Add to Reading List Document Date: 2009-03-14 14:09:30 Open Document File Size: 899,35 KB Share Result on Facebook Currency pence / / IndustryTerm closed form solutions / financial product / / Person Vega / Equivalent Black / / Position hyperbolic volatility model / / SocialTag Finance Implied volatility Financial system Mathematical finance Volatility Financial economics

Peter J¨ackel∗ Hyperbolic local volatility First version: This version:Add to Reading List