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Finance / Economics / Volatility / Stochastic volatility / Economic model / Macroeconomic model / Stochastic / Mathematical finance / Financial economics / Options


Three make a dynamic smile unspanned skewness and interacting volatility components in option valuation Peter H. Gruber1 , Claudio Tebaldi2 and Fabio Trojani1 June 25, 2010 6th World Congress of the Bachelier Finance soc
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Document Date: 2010-06-21 11:04:58

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File Size: 3,06 MB

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City

Toronto / Milano / /

Country

Canada / /

Currency

pence / /

MarketIndex

S&P 500 / /

Organization

Bachelier Finance / World Congress / /

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