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Stochastic Volatility Model with Time‐dependent Skew

✍ Scribed by Piterbarg, Vladimir V.

Book ID: 118052414
Publisher: Taylor and Francis Group
Year: 2005
Tongue: English
Weight: 748 KB
Volume: 12
Category: Article
ISSN: 1350-486X
DOI: 10.1080/1350486042000297225

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