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Volatile Volatilities source?

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shamimafshani
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Joined: March 3rd, 2006, 7:19 am

Volatile Volatilities source?

September 27th, 2007, 7:58 pm

Hi can any1 tell me whether this Risk paper by Leif Andersen and Jesper Andreasen is a "summary" of a journal article?ThanksShamim
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jfuqua
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Joined: July 26th, 2002, 11:41 am

Volatile Volatilities source?

September 28th, 2007, 1:51 pm

their 'Yield Curve Modeling with Skews and Stochastic Volatility' Feb. 2002 is same but corrected version
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shamimafshani
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Joined: March 3rd, 2006, 7:19 am

Volatile Volatilities source?

September 28th, 2007, 4:04 pm

Thank you - a google search didnt bring up any hits for that title though - could you tell me where i can find it?ThanksShamim
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Jonathan81
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Joined: April 22nd, 2005, 6:25 am

Volatile Volatilities source?

October 2nd, 2007, 7:54 am

Hello,In this thread looks the attached file by V.Piterbarghttp://www.wilmott.com/messageview.cfm?catid=4&threadid=35696J
Last edited by Jonathan81 on October 1st, 2007, 10:00 pm, edited 1 time in total.
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