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Volatility

Volatility

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Presentations(8)Ìý

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Volatility derivatives and default risk
Volatility derivatives and default riskVolatility derivatives and default risk
Volatility derivatives and default risk
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An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction Costs
An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction CostsAn Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction Costs
An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading and Transaction Costs
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Stochastic Local Volatility Models: Theory and Implementation
Stochastic Local Volatility Models: Theory and ImplementationStochastic Local Volatility Models: Theory and Implementation
Stochastic Local Volatility Models: Theory and Implementation
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