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Advances in Optimization and Statistics
May 15, 2014
10:00
, Moscow, IITP
Asymptotics beats Monte Carlo: The case of correlated local vol baskets
Christian Bayer
Weierstrass Institute for Applied Analysis and Stochastics, Berlin
http://www.youtube.com/watch?v=Dqzrn9MH_wc
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Steklov Math. Inst. of RAS
, 2024