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John Liechty

Identifiers

  • name variant John Liechty 0.60 · backfill

Papers (1)

  1. Closed form asymptotics for local volatility models q-fin.PR · 2009 · author #3

Mentions

  • 0910.2309 #3 · backfill · confidence 0.70 John Liechty

Frequent Coauthors