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Introduction; 1. Stochastic volatility models E. Fournie, J. M. Lasry and N. Touzi; 9. Imperfect markets and backward stochastic differential equations N. El Karoui and M. C. Quenez; 11. Does volatility jump or just diffuse?.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.