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1. 1. The Swap Market Model with Local Stochastic Volatility

   University essay from KTH/Matematisk statistik

   Author : Mohammed Benmakhlouf Andaloussi; [2019]
   Keywords : ;

   Abstract : Modeling volatility is an intricate part of all financial models and the pricing of derivative contracts. And while local volatility has gained popularity in equity and FX models, it remained neglected in interest rates models. READ MORE