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Browsing by Author Platen, Eckhard

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Pricing of index options under a minimal market model with log-normal scaling

Author(s)Heath, David; Platen, Eckhard
TypeJournal article
Date Published2003
Date Created-

Understanding the Implied Volatility Surface for Options on a Diversified Index

Author(s)Heath, David; Platen, Eckhard
TypeJournal article
Date Published2004
Date Created-

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