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Local Volatility Pricing Models for Long-Dated FX Derivatives.pdf
- 175.24 KB
- 2018-2-5
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Local Volatility.pdf
Local Volatility - 1.91 MB
- 2017-8-28
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jpm_2016_DLV.pdf
jpm latrst quant paper on local volatility - 2.03 MB
- 2016-7-9
- 546.09 KB
- 2016-6-1
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Calibrating and Pricing with a Stochastic-Local Volatility Model.pdf
- 3.65 MB
- 2015-6-8
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pricing exotic option using local volatility.pdf
pricing exotic option using local volatility.pdf - 167.4 KB
- 2013-8-26
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定价理论的经典文献2.zip
经典第一部分本附件包括：- stcochastic local volatility.pdf
- (Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
- A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps..pdf
- A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
- Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .pdf
- Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
- coherent measures of risk.pdf
- Hedging with Stochastic and Local Volatility.pdf
- Louis Bachelier’s “Theory of Speculation.pdf
- ON CHANGES OF MEASURE IN S TOCHASTIC volatility models.pdf
- Option Pricing Kernels and the ICAPM.PDF
- Option Pricing with Lévy Process .pdf
- Option Valuation with Jumps in Returns and volatility.pdf
- Peter Carr.pdf
- RJarrow%20MarketEfficiency6.pdf
- The Pricing of Commodity Contracts.pdf
- 7.64 MB
- 2012-7-25
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金融数学.rar
金融数学 课件本附件包括：- An infinite dimensional stochastic analysis approach to local volatility dynamic models.pdf
- Carmona_07.pdf
- hjb.pdf
- LOCAL VOLITILITY DYNAMICS MODEL R Carmona, S Nadtochiy.pdf
- Nankai_part1.pdf
- Nankai_part2.pdf
- Nankai_part3.pdf
- Nankai-Part1.pdf
- Nankai-Part2.pdf
- oxford_man institute of quantitative finanace.pdf
- SlidesChern.pdf
- stochcalc.pdf
- TPirvuChinaSummerSchoolSlides.pdf
- 15.14 MB
- 2011-8-11
- 546.02 KB
- 2010-11-29
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本附件包括：
- An infinite dimensional stochastic analysis approach to local volatility dynamic models.pdf
- Carmona_07.pdf
- hjb.pdf
- LOCAL VOLITILITY DYNAMICS MODEL R Carmona, S Nadtochiy.pdf
- Nankai_part1.pdf
- Nankai_part2.pdf
- Nankai_part3.pdf
- Nankai-Part1.pdf
- Nankai-Part2.pdf
- oxford_man institute of quantitative finanace.pdf
- SlidesChern.pdf
- stochcalc.pdf
- TPirvuChinaSummerSchoolSlides.pdf
- 7.57 MB
- 2010-11-5
- 507.12 KB
- 2010-8-23
- 306.25 KB
- 2009-10-28
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GS_Local Volatility Surface - Unlocking Info in Index Options Pricing_Dec95.pdf
- 507.12 KB
- 2009-10-8
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