A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivatives - Local volatility - Document - PDFSEARCH.IO

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	A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivatives Add to Reading List Document Date: 2014-03-17 15:14:20 Open Document File Size: 293,90 KB Share Result on Facebook Company Bernstein / / Country United States / / IndustryTerm mathematical finance / cartesian product / important applications / / Person Peter Carr / ALEKSANDAR MIJATOVIC / CLAUDIO ALBANESE / Bakshi / / Position Cao / forward / / Product Cowon D2+ Portable Audio Device / / Technology pdf / / SocialTag Options Finance Stochastic processes Markov models Technical analysis Volatility Stochastic volatility Local volatility Markov chain Mathematical finance

A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivativesAdd to Reading List