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Results tagged with volatility-smile
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user 15180
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In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?
I'm new to local volatility model.
From Dupire's paper and most of the textbooks, they derived the local volatility $\sigma(K, T)$ in the $(K, T)$ (i.e., strike and maturity) space, from call prices …
