Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549)

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Multivariate FX models with jumps: triangles, quantos and implied correlation
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    Multivariate FX models with jumps: triangles, quantos and implied correlation (English)
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    29 May 2018
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    option pricing
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    calibration procedure
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    implied correlation
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    multivariate Lévy processes
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    Quanto products,
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