Keber C.

C. Keber

Information about the author C. Keber will soon be added to the site.
Found 2 papers in total
Genetically derived approximations for determining the implied volatility
1999
In established option valuation models all parameters except for the volatility can be...
The valuation of credit guarantees by compound options
2000
From a financial point of view, loan guarantees can be seen as put options on parts of...
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