IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399): Difference between revisions

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+Financial Modelling with Jump Processes
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+A new technique for calibrating stochastic volatility models: the Malliavin gradient method
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+The Malliavin gradient method for the calibration of stochastic dynamical models
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+An Introduction to Financial Option Valuation
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+A new formula for computing implied volatility
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