Analytic models for parameter dependency in option price modelling

Annie A. M. Cuyt, Oliver Salazar Celis, Maryna Lukach, Karel J. in 't Hout. Analytic models for parameter dependency in option price modelling. Numerical Algorithms, 73(1):15-31, 2016. [doi]

Authors

Annie A. M. Cuyt

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Oliver Salazar Celis

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Maryna Lukach

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Karel J. in 't Hout

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