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The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model

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GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange Volatility Skew Model

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Bermudan cancelable features. We consider a three-factor pricing model with FX volatility skew which results in a time … divide the pricing of a Bermudan cancelable PRDC swap into two independent pricing subproblems, each of which can efficiently …

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