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ENTITY Leverage Function

Leverage Function

PulseAugur coverage of Leverage Function — every cluster mentioning Leverage Function across labs, papers, and developer communities, ranked by signal.

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  1. TOOL · CL_115500 ·

    Paper details robust leverage function for stochastic local volatility models

    This paper details a numerical implementation for building a robust leverage function within stochastic local volatility models. It utilizes the Wei-Norman factorization method and Monte Carlo simulation to achieve this.