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Implied volatility surface: construction methodologies and characteristics Cristian Homescu ∗ † This version: July 9, 2011 The implied volatility surface (IVS) is a fundamental…

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1. Mathematical issueswith volatility modelling Marek MusielaBNP Paribas 25th May 2005 2. Contents 1. Mixture models 2. Uncertain volatility models 3. Stochastic volatility…