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Efficient FX Volatility Swap Pricing in LSV Models
Ben Salah, Hichem, Mancin, Jacopo, Sanhaji, HichamYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3131966
File:
PDF, 3.43 MB
english, 2018