Springer Finance - Uncertain Volatility Models — Theory and Application
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Published By Springer Berlin Heidelberg

9783540426578, 9783642563232

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The Scripting Language MtgScript

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_15 ◽

2002 ◽

pp. 203-226

Author(s):

Robert Buff

Keyword(s):

Scripting Language

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Extensions for Monte-Carlo Pricing and Calibration

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_13 ◽

2002 ◽

pp. 195-196

Author(s):

Robert Buff

Keyword(s):

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Exotic Volatility Scenarios

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_9 ◽

2002 ◽

pp. 123-140

Author(s):

Robert Buff

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The Class Hierarchy of MtgLib—External

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_11 ◽

2002 ◽

pp. 145-184

Author(s):

Robert Buff

Keyword(s):

Class Hierarchy

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Scenario-Based Evaluation and Uncertainty

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_4 ◽

2002 ◽

pp. 33-43

Author(s):

Robert Buff

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A Lattice Framework

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_5 ◽

2002 ◽

pp. 47-55

Author(s):

Robert Buff

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The Architecture of Mtg

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_10 ◽

2002 ◽

pp. 143-144

Author(s):

Robert Buff

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Mathematica Extensions

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_16 ◽

2002 ◽

pp. 227-232

Author(s):

Robert Buff

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Notation and Basic Definitions

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_2 ◽

2002 ◽

pp. 11-13

Author(s):

Robert Buff

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Algorithms for Vanilla Options

Springer Finance - Uncertain Volatility Models — Theory and Application ◽

10.1007/978-3-642-56323-2_6 ◽

2002 ◽

pp. 57-60

Author(s):

Robert Buff

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