Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices
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Publication:4933193
DOI10.1239/jap/1285335403zbMath1231.91444OpenAlexW1965401675MaRDI QIDQ4933193
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Publication date: 12 October 2010
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1285335403
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