SpringerBriefs in Finance - Financial Models in Production
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4

(FIVE YEARS 4)

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Published By Springer International Publishing

9783030574956, 9783030574963

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Local Volatility Model

SpringerBriefs in Finance - Financial Models in Production ◽

10.1007/978-3-030-57496-3_3 ◽

2020 ◽

pp. 15-37

Author(s):

Othmane Kettani ◽

Adil Reghai

Keyword(s):

Local Volatility ◽

Local Volatility Model ◽

Volatility Model

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General Introduction

SpringerBriefs in Finance - Financial Models in Production ◽

10.1007/978-3-030-57496-3_1 ◽

2020 ◽

pp. 1-5

Author(s):

Othmane Kettani ◽

Adil Reghai

Keyword(s):

General Introduction

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Black & Scholes (BS) Model

SpringerBriefs in Finance - Financial Models in Production ◽

10.1007/978-3-030-57496-3_2 ◽

2020 ◽

pp. 7-13

Author(s):

Othmane Kettani ◽

Adil Reghai

Keyword(s):

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Market Model P&L Explain

SpringerBriefs in Finance - Financial Models in Production ◽

10.1007/978-3-030-57496-3_4 ◽

2020 ◽

pp. 39-53

Author(s):

Othmane Kettani ◽

Adil Reghai

Keyword(s):

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