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- Federico Graceffa
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| e-mail: | ***@ucl.ac.uk |
| phone: | +44-20-31087105 |
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| web: | |
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Affiliation: |
University College London
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| address: | Gower Street, London, WC1E6BT, United Kingdom | | phone: | +44-20-76792000 | | fax: | | | web: | http://www.ucl.ac.uk | |
Participant: |
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Publications: |
- Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication
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