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Statistics / Stochastic volatility / Interest rate cap and floor / Black–Scholes / Heath–Jarrow–Morton framework / Fabio Mercurio / Forward measure / LIBOR market model / Hull–White model / Mathematical finance / Financial economics / Finance


PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI
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Document Date: 2005-11-22 10:42:20

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