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MathFinance Tue, 29 Oct 2019 09:52:46 GMT language
Two heavyweight vol models punch it out.
Read article here.
The post Uwe Wystup’s FX Column in Wilmott Magazine October 2019: “Reverse Knockout Pricing Case Study: Stochastic Local Volatility versus Vanna‐Volga” appeared first on MathFinance.
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