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 TitleAuthors / EditorsDate
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Contributions to robustness theory La Vecchia, Davide 2011
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Pricing American options under stochastic volatility and stochastic interest rates Medvedev, Alexey; Scaillet, Olivier 2010
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Pricing american options under stochastic volatility and stochastic interest rates Medvedev, Alexey; Scaillet, Olivier 2007
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Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility Medvedev, Alexey; Scaillet, Olivier 2007
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Approximation and Calibration of Short-Term implied Volatilities under Jump-Diffusion Stochastic Volatility Medvedev, Alexey; Scaillet, Olivier 2006
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A simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics Medvedev, Alexey; Scaillet, Olivier 2003