United Kingdom
Deutsche Bank AG - Global Equity Derivatives
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in Total Papers Downloads
Local volatility, calibration, fixed point algorithm, Operator Methods, Fast Discrete Random Number simulation, Magnus
derivatives, LSV models, stochastic volatility, local volatility, calibration, pricing, PDE, Markov chain
quanto options, local volatility, stochastic expansion
Corporate Equity Derivatives, Dividend Protected Options
Dividend futures options, Black-Scholes, pricing, equity derivatives, Eurostoxx
derivatives, equity, local, volatility, dividend, modeling, stochastic
