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Holger Plank
发表
Semi-Nonparametric Estimation of the Call Price Surface Under No-Arbitrage Constraints
Matthias R. Fengler, E. Sachs, E. Benhamou, 2012 .
Stochastic representation of the gradient and Hessian of diffusion semigroups on Riemannian manifolds
Holger Plank, 2003 .