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"Computation of the unknown volatility from integral option price ..."
Slavi G. Georgiev, Lubin G. Vulkov (2021)
- Slavi G. Georgiev, Lubin G. Vulkov:
Computation of the unknown volatility from integral option price observations in jump-diffusion models. Math. Comput. Simul. 188: 591-608 (2021)
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