Reverse Knockout Pricing Case Study : Stochastic Local Volatility versus Vanna‐Volga
Year of publication: |
2019
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---|---|
Authors: | Wystup, Uwe |
Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2019.2019, 103 (03.10.), p. 16-17
|
Publisher: |
Wilmott Magazine Ltd |
Saved in:
Online Resource
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