"Distribution Approach to Local Volatility for European Options in the ..."

Piotr Nowak, Dariusz Gatarek (2025)

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DOI: 10.3390/E27030320

access: open

type: Journal Article

metadata version: 2025-09-28

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Piotr Nowak, Dariusz Gatarek:
Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. Entropy 27(3): 320 (2025)

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