Q3195637 (Q3195637): Difference between revisions
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Removed claim: author (P16): Item:Q592663 |
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| Property / author: Cornelis W. Oosterlee / rank | |||
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Revision as of 23:11, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | No label defined |
scientific article |
Statements
20 October 2015
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time-dependent SABR
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FX
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calibration
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effective parameters
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local volatility
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Monte Carlo
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path-dependent
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