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A General Valuation Framework for Stochastic Alpha Beta Rho and Stochastic Local Volatility Models
Cui, Zhenyu, Kirkby, J. Lars, Nguyen, DuyVolume:
9
Langue:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/16M1106572
Date:
January, 2018
Fichier:
PDF, 642 KB
english, 2018