Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688)

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Calibration to FX triangles of the 4/2 model under the benchmark approach
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    Calibration to FX triangles of the 4/2 model under the benchmark approach (English)
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    17 June 2022
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    benchmark approach
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    Fourier inversion
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    stochastic volatility
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    forex
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