Richard Holmes

New York University (NYU) - Courant Institute of Mathematical Sciences

New York University

New York, NY 10012

United States

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Calibrating Volatility Surfaces Via Relative-Entropy Minimization

Number of pages: 38 Posted: 01 Feb 1997
New York University (NYU) - Courant Institute of Mathematical Sciences, TIAA-CREF, New York University (NYU) - Courant Institute of Mathematical Sciences and Decision Synergy
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