An Hilbert space approach for a class of arbitrage free implied volatilities models
Year of publication: |
2007-12-17
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Authors: | Brace, Alan ; Fabbri, Giorgio ; Goldys, Benjamin |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Brace, Alan and Fabbri, Giorgio and Goldys, Benjamin (2007): An Hilbert space approach for a class of arbitrage free implied volatilities models. |
Classification: | C02 - Mathematical Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | BASE |
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