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Is the Minimum Value of an Option on Variance Generated by Local Volatility?

✍ Scribed by Beiglböck, Mathias; Friz, Peter; Sturm, Stephan

Book ID: 118203686
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
Tongue: English
Weight: 550 KB
Volume: 2
Category: Article
ISSN: 1945-497X
DOI: 10.1137/100800166

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