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Jordan, Richard's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
987 |
Total
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1.
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Jordan, Richard Intercontinental Exchange Inc., Quantitative Analytics Group Tier, Charles Illinois Institute of Technology
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asymptotic approximations, perturbation methods, deterministic volatility, stochastic volatility, CEV model, SABR model
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Tier, Charles Illinois Institute of Technology Jordan, Richard Intercontinental Exchange Inc., Quantitative Analytics Group
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25 Apr 10
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Last Revised:
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15 Jun 10
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Variance Swap, Log Contract, CEV Process, Asymptotic Methods
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