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Publication:2725583
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zbMath0976.91017MaRDI QIDQ2725583

Nicolas Grandechamp, Craig Friedman, Robert Buff, Łukasz Kruk, Joshua Newman, Marco Avellaneda

Publication date: 13 January 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hedgingpricingstochastic volatility modelsMonte Carlo modelsterm-structure models


Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)


Related Items (1)

Convex regularization of local volatility models from option prices: convergence analysis and rates






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