<div class="csl-bib-body">
<div class="csl-entry">Friz, P., Gerhold, S., & Yor, M. (2014). How to make Dupire’s local volatility work with jumps. <i>Quantitative Finance</i>, <i>14</i>(8), 1327–1331. https://doi.org/10.1080/14697688.2013.874622</div>
</div>
-
dc.identifier.issn
1469-7688
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/157677
-
dc.language.iso
en
-
dc.relation.ispartof
Quantitative Finance
-
dc.subject
General Economics, Econometrics and Finance
-
dc.subject
Finance
-
dc.title
How to make Dupire's local volatility work with jumps
en
dc.type
Artikel
de
dc.type
Article
en
dc.contributor.affiliation
Sorbonne Université, France
-
dc.description.startpage
1327
-
dc.description.endpage
1331
-
dc.type.category
Original Research Article
-
tuw.container.volume
14
-
tuw.container.issue
8
-
tuw.journal.peerreviewed
true
-
tuw.peerreviewed
true
-
wb.publication.intCoWork
International Co-publication
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.value
100
-
dcterms.isPartOf.title
Quantitative Finance
-
tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
tuw.publisher.doi
10.1080/14697688.2013.874622
-
dc.identifier.eissn
1469-7696
-
dc.description.numberOfPages
5
-
wb.sci
true
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1010
-
wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
-
item.languageiso639-1
en
-
item.openairetype
research article
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_2df8fbb1
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.dept
Sorbonne Université
-
crisitem.author.orcid
0000-0002-4172-3956
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
