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- Federico Graceffa
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Affiliation:
University College London
address:
Gower Street, London, WC1E6BT,
United Kingdom
phone:
+44-20-76792000
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web:
http://www.ucl.ac.uk
Participant:
Econophysics Colloquium 2017
began:
2017-07-04
ended:
2017-07-07
Presented:
Econophysics Colloquium 2017
Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication
Publications:
Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication
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