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Fourier Transform Techniques in Option Pricing under Affine Models Daniel Campos (nabCapital and University of Sydney) Tim Glass (nabCapital and University of New South Wales)
Fourier Transform Techniques in Stochastic Volatility BGM Tim Glass March 2007 Introduction As an application of Fouriertranform analysis we show how to price a caplet in the framework ...
Tim Glass (he doesn't yet know that he is talking) Robbie Hazlewood (he doesn't know yet either) Jan Michael Bates Hugo (pictured above) Libo
Research supervision: Raed Raffoul, Han Zhang, Aryani Sutejo, Tim Glass ; EXTERNAL: AMSI Board (2005-2006) ANZSOG Board (2004-2006) Member, College of Experts EPSRC (United ...
Job search for Tim Glass Jobs, Careers at indeed.com.au. one search. all jobs.
Fourier Transform Techniques in Option Pricing under Affine Models Daniel Campos (nabCapital and University of Sydney) Tim Glass (nabCapital and University of New South ...
Fourier Transform Techniques in Stochastic Volatility BGM Tim Glass March 2007 Introduction As an application of Fouriertranform analysis we show how to price a caplet in the ...
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