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Guyon, Julien

  1. Pricing and calibration in the 4-factor path-dependent volatility model
    2024/06/04 by Gazzani, Guido, Guyon, Julien · 3 citations
    #65C20 #91B70 #91G20 #91G30 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR)