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Volatility skews and extensions of the Libor market model
National licenceTaylor & Francis Verlag | 2000| -
Calibrating volatility surfaces via relative-entropy minimization
National licenceTaylor & Francis Verlag | 1997| -
Multigrid for American option pricing with stochastic volatility
National licenceTaylor & Francis Verlag | 1999| -
Pricing and hedging derivative securities in markets with uncertain volatilities
National licenceTaylor & Francis Verlag | 1995| -
An explicit finite difference approach to the pricing of barrier options
National licenceTaylor & Francis Verlag | 1998| -
Toward real-time pricing of complex financial derivatives
National licenceTaylor & Francis Verlag | 1996| -
Uncertain volatility and the risk-free synthesis of derivatives
National licenceTaylor & Francis Verlag | 1995| -
A simple class of square-root interest-rate models
National licenceTaylor & Francis Verlag | 1995| -
Fuzzy measures and asset prices: accounting for information ambiguity
National licenceTaylor & Francis Verlag | 1997| -
General Black-Scholes models accounting for increased market volatility from hedging strategies
National licenceTaylor & Francis Verlag | 1998| -
Optimal exercise boundary for an American put option
National licenceTaylor & Francis Verlag | 1998| -
Binomial models for option valuation - examining and improving convergence
National licenceTaylor & Francis Verlag | 1996|
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