排他
发表于 2025-3-25 04:27:09
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反话
发表于 2025-3-25 07:44:50
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BLINK
发表于 2025-3-25 12:34:05
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MIME
发表于 2025-3-25 18:38:50
1616-0533 astic implied volatility model class.Provides a programmable.Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vani
金丝雀
发表于 2025-3-25 21:57:09
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MULTI
发表于 2025-3-26 04:05:25
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发酵剂
发表于 2025-3-26 04:32:16
Vasiliki Efstathiou,Anthony Hunter their own list of maturities, which we will naturally extend to a common maturity continuum. We end up naturally with a term structure (TS) framework, and in solving the direct and indirect problems we will point to the structural difference simpler single-underlying environment of Part I.
小虫
发表于 2025-3-26 09:47:44
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争吵加
发表于 2025-3-26 15:10:26
Volatility Dynamics in a Term Structure their own list of maturities, which we will naturally extend to a common maturity continuum. We end up naturally with a term structure (TS) framework, and in solving the direct and indirect problems we will point to the structural difference simpler single-underlying environment of Part I.
教育学
发表于 2025-3-26 17:35:46
Implied Dynamics in the SV-HJM Framework options, caplets, swaptions) into the generic framework, by allocating several TS (the underlying, the numeraire, the measure and the payoff). The second step is more computational and consists in computing the chaos dynamics for the underlying TS defined above, within the chosen SV-HJM parametrisation.