Calibrating volatility surfaces via relative-entropy minimization (Q4541541)
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scientific article; zbMATH DE number 1771940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating volatility surfaces via relative-entropy minimization |
scientific article; zbMATH DE number 1771940 |
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Calibrating volatility surfaces via relative-entropy minimization (English)
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4 September 2002
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