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Oliver Pfaffel
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Option Pricing
Stochastic Model
Neural Network
Top Venues
SIAM J. Financial Math.
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Publications
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Johannes Muhle-Karbe
,
Oliver Pfaffel
,
Robert Stelzer
Option Pricing in Multivariate Stochastic Volatility Models of OU Type.
SIAM J. Financial Math.
3 (1) (2012)