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Financial economics / Markov chain / Volatility / Local volatility / Implied volatility / Short-rate model / Discretization / Stochastic process / Stochastic volatility / Mathematical finance / Statistics / Mathematical sciences


A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz
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Document Date: 2014-03-17 15:14:25

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File Size: 546,93 KB

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