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~subject:"Uncertain volatility model"
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Uncertain volatility model
uncertain volatility
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Finance and stochastics
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A risk-neutral equilibrium leading to
uncertain
volatility
pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
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2
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
3
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of Derivatives Research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10008926020
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