EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408)

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scientific article; zbMATH DE number 6751211
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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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