Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract

First Page		Document Content
Date: 2015-02-27 09:23:01		Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract Add to Reading List Source URL: www.mat.univie.ac.at Download Document from Source Website File Size: 778,01 KB Share Document on Facebook