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~subject:"implied volatility"
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Search: subject:"local-stochastic volatility"
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implied volatility
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Lorig, Matthew
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Indifference prices and implied volatilities
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 372-408
Persistent link: https://www.econbiz.de/10011969157
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2
Explicit implied volatilities for multifactor
local-stochastic
volatility
models
Lorig, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 926-960
Persistent link: https://www.econbiz.de/10011764989
Saved in:
3
Leveraged ETF implied volatilities from ETF dynamics
Leung, Tim
;
Lorig, Matthew
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1035-1068
Persistent link: https://www.econbiz.de/10011765018
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