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Implementation of local stochastic volatility model in FX derivatives
Zheng, J.
;
Yuan, X.
- In:
Applied quantitative finance
,
(pp. 57-69)
.
2017
Persistent link: https://www.econbiz.de/10011794953
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2
Systemic risk via dynamic correlations
Dellaportas, Petros
;
Plataniotis, Anastasios
;
Titsias, …
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 3-41)
.
2017
Persistent link: https://www.econbiz.de/10011617877
Saved in:
3
A "jump" in the stochasticity of the Solow-Swan growth model
Diebolt, Claude
;
Mishra, Tapas
;
Parhi, Mamata
-
2015
Persistent link: https://www.econbiz.de/10011342161
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4
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
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5
Parsimonious multi-curve HJM modelling with stochastic volatility
Moreni, Nicola
;
Pallavicini, Andrea
- In:
Interest rate modelling after the financial crisis
,
(pp. 393-415)
.
2013
Persistent link: https://www.econbiz.de/10011457026
Saved in:
6
Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
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