Dominique Bang – 29/11/18
Quantcast – a Risk.net Cutting Edge podcast - A podcast by Quantcast – a Risk.net Cutting Edge podcast
![](https://is3-ssl.mzstatic.com/image/thumb/Podcasts125/v4/8d/93/13/8d931302-1451-5eee-cf3d-a25860343523/mza_3074181315269425217.jpg/300x300bb-75.jpg)
Categories:
Dominique Bang discusses a novel method to mix a pure stochastic volatility process with a generic local volatility function, using Lamperti’s transform