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wh408
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Posts: 3
Joined: September 10th, 2009, 11:53 am

models for different underlying products?

October 16th, 2014, 4:33 pm

Hi there, I wonder if there are any good recent papers/books that summarize models for different type of underlying that are being used today in the industry.As there are so many different models (eg. local/sto vol), which model(s) should I use for option pricing (vol forecasting), say for some particular equity/FX/future products and what are the reasons behind?