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Implementation of local stochastic volatility model in FX derivatives
Zheng, J., (2017)
FX volatility smile construction
Reiswich, Dimitri, (2010)
FX basket options
Hakala, Jürgen, (2008)
Inflation and Foreign Exchange Rates Under Production and Monetary Uncertainty
Garman, Mark B., (1980)
Foreign currency option values
Garman, Mark B., (1983)