Jonathan Seibel

Munich Re

Königinstr. 107

Munich, 80802

Germany

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The Step Stochastic Volatility Model (SSVM)

Number of pages: 20 Posted: 04 Jun 2020

Peter Friz, Paolo Pigato and Jonathan Seibel

Technische Universität Berlin (TU Berlin), University of Rome Tor Vergata - Department of Economics and Finance and Munich Re

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