CALIBRATED OPTION BOUNDS (Q4675929)
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scientific article; zbMATH DE number 2166055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CALIBRATED OPTION BOUNDS |
scientific article; zbMATH DE number 2166055 |
Statements
CALIBRATED OPTION BOUNDS (English)
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6 May 2005
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Options
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pricing
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calibration
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convex optimization
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