Calibrating volatility function bounds for an uncertain volatility model
| Year of publication: |
2010
|
|---|---|
| Authors: | Coleman, Thomas F ; He, Changhong ; Li, Yuying |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 13.2010, 4, p. 63-95
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