Testing the local volatility assumption: a statistical approach

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https://hal.archives-ouvertes.fr/hal-00705258
Contributor : Serena Benassù <>
Submitted on : Thursday, June 7, 2012 - 11:05:54 AM
Last modification on : Friday, May 24, 2019 - 5:22:17 PM

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  • HAL Id : hal-00705258, version 1

Citation

M. Rosenbaum, M. Podolskij. Testing the local volatility assumption: a statistical approach. Annals of Finance, Springer Verlag, 2012, 8 (1), pp.31-48. ⟨hal-00705258⟩

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