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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
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2015
Persistent link: https://www.econbiz.de/10011532683
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A sequential quadratic programming method for volatility estimation in option pricing
Düring, Bertram
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Jüngel, Ansgar
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2006
Persistent link: https://www.econbiz.de/10003365267
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