The Network Application MtgClt / MtgSvr. The accompanying CD contains t he network ap plicat ion MgtClt/MtgSvr, demonstrating the algorithms presented in this book. MtgClt is a Java program that is loaded from the command line shell or as an applet from an HTML page. MtgSvr is a server program based on the C++ library MtgLib to which MtgClt connects.

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  1. Buff, Robert: Uncertain volatility models -- theory and application (2002)