Introduction into "Local Correlation Modelling"
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- José Fonseca & Martino Grasselli & Claudio Tebaldi, 2007. "Option pricing when correlations are stochastic: an analytical framework," Review of Derivatives Research, Springer, vol. 10(2), pages 151-180, May.
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- repec:wsi:ijtafx:v:15:y:2012:i:07:n:s0219024912500513 is not listed on IDEAS
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