Who described option pricing with deterministic volatility
Who described option pricing with deterministic volatility?
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A discovery was made independently and concurrently by three groups of researchers are: Dupire, Rubinstein, Derman and Kani in the subject of option pricing along with deterministic volatility in 1994.
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Is a valuation realized through a prestigious investment bank a scientifically approved result that any investor could utilize as a reference?
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