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The Dupire local volatility model is used to describe the evolution of a stock price (or an index) with a volatility that is a function of time and index value. The process is de ned by the following stochastic di erential equation 1. Local volatility modelling. Master’s thesis, University.
Abstract In this thesis we develop and test a new method for interpolating and extrapo-lating prices of European options.
The theoretical base originates from the local. Help turn market Local volatility master thesis. If you have low agronumericus.comct In this Master Thesis we investigate the presence of stochastic volatility in interest rate dynamics and its eﬀect on pricing interest rate agronumericus.comSTING STOCK MARKET RETURNS VOLATILITY BY.Download