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Pricing and calibration in the 4-factor path-dependent volatility model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gazzani, Guido, Guyon, Julien
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Mathematical Finance Pricing of Securities 91B70, 91G20, 91G30, 91G60, 65C20
Online Access:	Acceder al recurso
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