Quantcast – a Risk.net Cutting Edge podcast

Giorgia Callegaro, Lucio Fiorin and Martino Grasselli – 30/01/18

Feb 9, 2018

16:58

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Episode notes

Giorgia Callegaro, Lucio Fiorin and Martino Grasselli, authors of 'American quantized calibration in stochastic volatility', introduce a pricing model for European and American-style options with stochastic volatility.

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