Pages that link to "Item:Q4555144"
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The following pages link to A novel Monte Carlo approach to hybrid local volatility models (Q4555144):
Displaying 5 items.
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005) (← links)
- Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
- Pricing autocallables under local-stochastic volatility (Q6105374) (← links)
- Efficient wrong-way risk modeling for funding valuation adjustments (Q6633868) (← links)
