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Tag: dupire
3 items with this tag.
Sep 12, 2026
3.4.2 Implied vs Local Volatility
pillar-derivative-pricing
volatility-surfaces-and-smiles
local-volatility
dupire
implied-volatility
Oct 03, 2026
3.11.3 Calibrating Local Volatility
pillar-derivative-pricing
calibration-and-market-practice
local-volatility
dupire
gatheral
Sep 12, 2026
3.13.2 Markovian Projection & the Leverage Function
pillar-derivative-pricing
local-stochastic-volatility-models
markovian-projection
gyongy
dupire
leverage-function
fokker-planck