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    Junfan Zhu

    Junfan Zhu

    An interesting tech blog on Financial Mathematics, Machine Learning, and coding.

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    Local Stochastic Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing

    less than 1 minute read

    2020 - 03 - 19

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    Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-01 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-02 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-03 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-04 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-05 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-06 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-07 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-08 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-09 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-10 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-11 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-12 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-13 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-14 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-15 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-16 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-17 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-18 Local Volatility, Wasserstein Distance and Particle Filtering in Numerical Option Pricing-19

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    Tags: Quant, Statistics, Stochastic Volatility Modeling

    Categories: Blog, Project Presentations

    Updated: March 19, 2020

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