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Yingda Song
Information about the author Yingda Song will soon be added to the site.
Found
2 papers
in total
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Exact Simulation of the SABR Model
2017
The stochastic alpha‐beta‐rho (SABR) model becomes popular in the...
A General Framework for Pricing Asian Options Under Markov Processes
2015
A general framework is proposed for pricing both continuously and discretely monitored...
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