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Calibrating volatility surfaces via relative-entropy minimization 

Authors: Marco Avellaneda;  Craig Friedman;  Richard Holmes; Dominick Samperi
DOI: 10.1080/135048697334827
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 4, Issue 1 March 1997 , pages 37 - 64
Number of References: 36
Formats available: PDF (English)
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