EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408): Difference between revisions
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Revision as of 00:55, 20 April 2024
scientific article; zbMATH DE number 6751211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 6751211 |
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EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (English)
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21 July 2017
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implied volatility
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local-stochastic volatility
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CEV
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Heston
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SABR
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