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isPartOf:"The journal of computational finance"
~person:"Mariapragassam, Matthieu"
~subject:"Black-Scholes-Modell"
~subject:"Mathematical finance"
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Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
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