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The top documents tagged [heston residuals]
Functional Itô Calculus and Volatility Risk Management Bruno Dupire Bloomberg L.P/NYU AIMS Day 1 Cape Town, February 17, 2011
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Functional Itô Calculus and PDEs for Path-Dependent Options Bruno Dupire Bloomberg L.P. Rutgers University Conference New Brunswick, December 4, 2009
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Functional Ito Calculus and PDE for Path-Dependent Options
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