PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI

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• Statistics
• Stochastic volatility
• Interest rate cap and floor
• Black–Scholes
• Heath–Jarrow–Morton framework
• Fabio Mercurio
• Forward measure
• LIBOR market model
• Hull–White model
• Mathematical finance
• Financial economics
• Finance