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Volatility
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21.07.1996
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International journal of theoretical and applied finance
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Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
-
2015
Persistent link: https://www.econbiz.de/10011532683
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3
Reduced-order models for the implied variance under local volatility
Sachs, Ekkehard
;
Schneider, Marina
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498793
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