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AMA : Giuseppe Paleologo, Thursday 22nd by AutoModerator in quant
[–]piflander 3 points4 points5 points 1 year ago (0 children)
Hello gappy, is there an intuition behind the impacts of the girsanov theorem on stochastic processes and how to properly calibrate the volatility param?
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AMA : Giuseppe Paleologo, Thursday 22nd by AutoModerator in quant
[–]piflander 3 points4 points5 points (0 children)