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Year of Publication | Title | Author(s) |
---|---|---|
2005 | FFT based option pricing | Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang Karl |
2005 | Stable distributions | Borak, Szymon; Härdle, Wolfgang Karl; Weron, Rafał |
2005 | DSFM fitting of implied volatility surfaces | Borak, Szymon; Fengler, Matthias R.; Härdle, Wolfgang Karl |