Author:
Benhamou E.,Gobet E.,Miri M.
Subject
General Economics, Econometrics and Finance,Finance
Reference21 articles.
1. Andreasen, J. Closed form pricing of FX options under stochastic interest rates and volatility. Global Derivatives Conference. 2006. Paris
2. Smart expansion and fast calibration for jump diffusions
3. EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL
4. Time Dependent Heston Model
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