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Zaugg, Nicola F.

  1. Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces
    2024/11/06 by Zaugg, Nicola F., Perotti, Leonardo, Grzelak, Lech A. · 2 citations
    #FOS: Economics and business #Mathematical Finance (q-fin.MF)