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"A fast calibrating volatility model for option pricing."

Paresh Date, Suren Islyaev (2015)

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DOI: 10.1016/J.EJOR.2014.12.031

access: closed

type: Journal Article

metadata version: 2020-02-21

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Paresh Date, Suren Islyaev:
A fast calibrating volatility model for option pricing. Eur. J. Oper. Res. 243(2): 599-606 (2015)

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