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Uncertain Volatility Models — Theory and Application
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Uncertain Volatility Models — Theory and Application (2002)Uncertain Volatility Models — Theory and …THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (2006)THE BLACK SCHOLES BARENBLATT …Pricing and hedging derivative securities in markets with uncertain volatilities (1995)Derivatives: The Theory and Practice of Financial Engineering (1998)Introduction and Summary of Results (Excerpt) (2000)
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  • 2006THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING17 cited

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