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Stability of calibration procedures: fractals in the Black-Scholes model (2016)

First Author: Cui Y

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1612.01951

Publication URI: https://arxiv.org/abs/1612.01951

Type: Preprint