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3D PIDE
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Correlation
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Option pricing theory
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Optionsgeschäft
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Itkin, Andrey
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Applied mathematical finance
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Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
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