"Approximation for Option Prices under Uncertain Volatility."

Jean-Pierre Fouque, Bin Ren (2014)

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DOI: 10.1137/130908385

access: closed

type: Journal Article

metadata version: 2017-05-17

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Jean-Pierre Fouque, Bin Ren:
Approximation for Option Prices under Uncertain Volatility. SIAM J. Financial Math. 5(1): 360-383 (2014)

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