Reviving the lost art of perturbation for exotic pricing : v

Natixis quants find novel way to speed up volatility smile modelling

Related Keywords

London , City Of , United Kingdom , Greece , Greeks , Greek , Adil Reghai , Florian Monciaud , Vladimir Lucic , Linkedin , Danske Bank , Imperial College London , Facebook , Antoine Savine , Implied Volatility , Volatility Smile , Local Volatility Models , Tochastic Local Volatility Slv , Dynamic Hedging , Utocallables , Views , Derivatives , Sur Take ,