A Remark on Gatheral's 'Most-Likely Path Approximation' of...

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A Remark on Gatheral's 'Most-Likely Path Approximation' of Implied Volatility

Keller-Ressel, Martin, Teichmann, Josef
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Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1499082
File:
PDF, 108 KB
english, 2009
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