Exploring How Should Volatility Modelling Be Improved
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- In this video, we introduce stochastic
In-Depth Information on How Should Volatility Modelling Be Improved
Julien Guyon, Senior Quant at Bloomberg LP, explains why he thinks Can Today we review a history of stochastic Julien Guyon, Professor at Ecole des Ponts ParisTech, takes us through his work on the the 4-factor path-dependent
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