Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration to FX triangles of the 4/2 model under the benchmark approach |
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Calibration to FX triangles of the 4/2 model under the benchmark approach (English)
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17 June 2022
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benchmark approach
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Fourier inversion
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stochastic volatility
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forex
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