Local-Stochastic Volatility : The Dynamics of the Forward Smile
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- Local Stochastic Volatility - The Dynamics of the Forward Smile
520 KB, PDF document
| Original language | English |
|---|---|
| Publication date | 8 Dec 2008 |
| Publication status | Published - 8 Dec 2008 |
| Event | RISK Training Course : Modelling Volatility - London, United Kingdom Duration: 8 Dec 2008 → 9 Dec 2008 |
Course
| Course | RISK Training Course : Modelling Volatility |
|---|---|
| Country | United Kingdom |
| City | London |
| Period | 08/12/2008 → 09/12/2008 |
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