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Local Volatility Enhanced by a Jump to Default

✍ Scribed by Carr, Peter; Madan, Dilip B.

Book ID: 118203599
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 265 KB
Volume: 1
Category: Article
ISSN: 1945-497X
DOI: 10.1137/090750731

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