Uncertain Volatility Model: A Monte-Carlo Approach

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Uncertain Volatility Model: A Monte-Carlo Approach

Guyon, Julien, Henry-Labordere, Pierre
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1540043
File:
PDF, 296 KB
english, 2010
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