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Monte-Carlo Valuation of Options Under Uncertain Volatility: A Local Quadratic Kernel Regression-Based Method
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resolves10.1080/13504869500000005
Pricing and hedging derivative securities in markets with uncertain volatilities
resolves10.1002/cpa.20168
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
resolves10.1080/07474938.2014.956615
Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution
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