Valuation of volatility derivatives as an inverse problem (Q3375397)

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Valuation of volatility derivatives as an inverse problem
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    title
    Valuation of volatility derivatives as an inverse problem (English)
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    author
    Peter K. Friz
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    Jim Gatheral
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    publication date
    8 March 2006
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    Mathematics Subject Classification ID
    91B28
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    60H10
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    60H30
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    zbMATH DE Number
    5009979
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    OpenAlex ID
    W2139274440
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