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  • "10 Years of Rough
  • ... of Chapter 3 (Getting Implied Volatilities from Local Volatilities) of
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  • In this video, we introduce the modeling of the implied
  • The Volatility Surface: A Practitioner's Guide

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which are contracts that give the holder the right but not the obligation to buy or sell an underlying asset at a predetermined price ... This is a summary for the book Presentation at the LSE Risk and Stochastics Conference 2017 by Jim Gatheral

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