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ORIE Colloquium on 1/26/2012 - Yan Dolinsky: Numerical Schemes for Stochastic Volatility ModelsORIE Colloquium: Numerical Schemes for Stochastic Volatility Models Thursday, January 26 at 4:15pm Frank H.T. Rhodes Hall, 655 We present a tree based approximations for stochastic volatility…
From E. Cornelius
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