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Johnson, Simon's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,751 |
Total
Citations
3 |
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Johnson, Simon Commerzbank Corporates & Markets Nonas, Bereshad Commerzbank Corporates & Markets
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Option Pricing, Volatility Smile, Swaption, SABR model, Arbitrage
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Johnson, Simon Commerzbank Corporates & Markets Lee, Han Numerix - Quantitative Research
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Volatility Smile and Dynamics, Stochastic Vol, Calibration to Barriers, Ensemble weighting, Monte Carlo, PDE
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