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Peter Friz
Publication Activity (10 Years)
Years Active: 2011-2011
Publications (10 Years): 0
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Publications
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Mathias Beiglböck
,
Peter Friz
,
Stephan Sturm
Is the Minimum Value of an Option on Variance Generated by Local Volatility?
SIAM J. Financial Math.
2 (1) (2011)