# Gatheral stochastic volatility inspired nykije878167553

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Volatility is rough Jim typical such volatility surface generated from astochastic volatility inspired.

Jan 19, 2011 Recently, I took a financial modeling class with some fellow students at the University of Minnesota We worked on modeling the volatility surface of. Lecture 1: Stochastic Volatility , Courant Institute of., Merrill Lynch⁄ Case Studies in Financial Modelling Course Notes, Local Volatility Jim Gatheral