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Tag: gatheral
2 items with this tag.
Oct 03, 2026
3.11.3 Calibrating Local Volatility
pillar-derivative-pricing
calibration-and-market-practice
local-volatility
dupire
gatheral
Sep 12, 2026
6.7.4 The Square-Root Law of Market Impact
pillar-market-making
market-impact
square-root-law
concavity
latent-liquidity
gatheral