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Quant版 - Can anyone share Gatheral's lecture notes?
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发帖数: 49
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I am reading his book, but there is some confusion, so I am hoping his
lecture notes at NYU might help, especially the one called "fitting the
volatility skew". It was cited several places but nowhere to find.
If anyone can send to my mailbox, I would really appreciate it.
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话题: lecture话题: gatheral话题: notes话题: anyone话题: share