Valuation of volatility derivatives as an inverse problem
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Publication:3375397
DOI10.1080/14697680500362452zbMath1134.91417MaRDI QIDQ3375397
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500362452
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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