Browsing by Author "Poklewski-Koziell, Warrick"

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Browsing by Author "Poklewski-Koziell, Warrick"

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  • Poklewski-Koziell, Warrick (2012-10-01)
    Stochastic volatility models have long provided a popular alternative to the Black- Scholes-Merton framework. They provide, in a self-consistent way, an explanation for the presence of implied volatility smiles/skews ...

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