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Local volatility function models under a benchmark approach 

Authors: David Heath a; Eckhard Platen a
Affiliation:   a University of Technology Sydney, School of Finance and Economics and Department of Mathematical Sciences, NSW 2007, Australia
DOI: 10.1080/14697680600699787
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 6, Issue 3 June 2006 , pages 197 - 206
Formats available: HTML (English) : PDF (English)
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