Numerical and analytical computation of the implied volatility from option price measurements under regime-switching

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Veröffentlicht in:International Conference on Application of Mathematics in Engineering and Economics (45. : 2019 : Sozopol) Proceedings of the 45th International Conference on Application of Mathematics in Engineering and Economics (AMEE'19)
1. Verfasser: Georgiev, Slavi G. (VerfasserIn)
Pages:45
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
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