Record link: 
http://hdl.handle.net/20.500.12708/157677
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Title: 
How to make Dupire's local volatility work with jumps
en
Citation: 
Friz, P., Gerhold, S., & Yor, M. (2014). How to make Dupire’s local volatility work with jumps. Quantitative Finance, 14(8), 1327–1331. https://doi.org/10.1080/14697688.2013.874622
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Publisher DOI: 
10.1080/14697688.2013.874622
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Publication Type: 
Article - Original Research Article
en
Language: 
English
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Authors: 
Friz, Peter 
Gerhold, Stefan 
Yor, Marc 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Journal: 
Quantitative Finance 
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ISSN: 
1469-7688
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Date (published): 
2014
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Number of Pages: 
5
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Peer reviewed: 
Yes
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Keywords: 
General Economics, Econometrics and Finance; Finance
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Research Areas: 
Mathematical Methods in Economics: 100%
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Science Branch: 
Mathematik
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Appears in Collections:
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