Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/76939
Authors: 
Belledin, Michael
Schlag, Christian
Year of Publication: 
1999
Series/Report no.: 
Working Paper Series: Finance & Accounting, Johann Wolfgang Goethe-Universität Frankfurt a. M. 38
Subjects: 
numerical optimization
option pricing
stochastic volability
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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