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Found 13 Documents (Results 1–13)

Displaced and mixture diffusions for analytically-tractable smile models. (English) Zbl 1011.91052

Geman, Helyette (ed.) et al., Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 - July 1, 2000. Berlin: Springer. Springer Finance. 151-174 (2002).
MSC:  91B28
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