Celebratio Mathematica

Marc Yor

Complete Bibliography

Works connected to Peter K. Friz

Filter the Bibliography List

clear

P. K. Friz, S. Ger­hold, and M. Yor: “How to make Dupire’s loc­al volat­il­ity work with jumps,” Quant. Fin­ance 14 : 8 (2014), pp. 1327–​1331. MR 3231348 Zbl 06425903 ArXiv 1302.​5548 article