might be this one http://math.ut.ee/~spartak/papers/varswaptions.pdf

<t>QuoteOriginally posted by: sepparIn general, there is no closed-form solution. In exeptional case with zero correlation and zero drift (interest rate minus dividend rate) there is closed-form solution (also there is a closed-form for shifted Heston with zero correlation but skew-consistent).Can y...

They seem to be very upscaled HH dealing with senior position only. How good are they?

How does Stehfest algorithm compare to Gaver-Stehfest algorithm? The latter is claimed to be more efficient, but I haven't seen any performance analysis of these two algorithms.

Is there any way to buy some articles published recently in Wilmott magazine?I noticed that one can get Wilmott articles from Wiley InterScience published only up to year 2005 and there is no entry for subsequent issues.Is there on-line access to more recent articles?

>The jumps could be normally distributed or exponential or double exponential. Is there particular preference (advantage) of using normal distribution for jump size vs double-exponential distribution?

Thank you guys for all your suggestions - it's very usefull!>What's the difference between the two jobs ?1) Location: NYC vs London - I wanna move to London.2) The latter company is a top-tier IB,3) and its offer is more appealing both career-wise and financially

Say, somebody has already accepted one job offer but after that he\she received another offer, which is more appealing for some reasons. How can he\she decline the former in a polite manner? What reasons can be brought up? Please let us know your opinion.Kind Regards

<t>QuoteOriginally posted by: DCFCWell, we're dealing with small differences in the presence of mostly unknown and large other variables.Unless you know more that you can share with us, then perhaps the best known variable is the profitability of the firm.Profit implies more hires, and a better chan...

QuoteOriginally posted by: madmaxPersonal opinion:JPM, then BOFA and not Bearmadmax, could you please justify your choice? why not Bear Stearns?

what if differences in the salary they offer are really tiny?

It is a summer graduate internship position.I would love to hear your advice

I have summer intern offers from JPMorgan, Bear Stearns, and Bank of America. All are in equity derivatives group.I have hard time to decide which one is better for future career in quant finance. Could you please give any advice?

<t>QuoteOriginally posted by: ckarakusi am not sure that i really understand your problem.Let me guess it,You try something called Template Method pattern:You have an algorithm whose steps/structure is defined in a base class. The specifics of a particular step is deferred to subclasses which overri...

the problem is not a trivial. i checked out a couple of c++ textbooks, but didn't find an answer - they all consider passing references or using templates outside of a class but if you want to do it within a class, it might be a problem