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Multi-asset and generalised Local Volatility. An efficient implementation

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Deloire, Olivier, Roth, Louis
Format:	Preprint
Publié:	2024
Sujets:	Computational Finance Pricing of Securities
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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