University of Cambridge > Talks.cam > Probability >  Generalized sub-Riemannian cut loci and implied/local volatility smiles

Generalized sub-Riemannian cut loci and implied/local volatility smiles

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Please see link below for abstract

http://www.statslab.cam.ac.uk/Seminars/friz.pdf

Joint work with Deuschel, Jacquier and Violante.

This talk is part of the Probability series.

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