EPISODE · Nov 30, 2018 · 14 MIN

Dominique Bang – 29/11/18

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

Dominique Bang discusses a novel method to mix a pure stochastic volatility process with a generic local volatility function, using Lamperti’s transform

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Dominique Bang – 29/11/18

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