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Publications
1
Citations
56
H-Index
1
Active since
2009
Affiliations
Othmane Islah is an author at Lloyds Banking Group (United Kingdom) specializing in volatility modelling, probability density functions, and stochastic volatility models.
Publications per year
2009–2009
1
1
Solving SABR in Exact Form and Unifying it with LIBOR Market Model
Othmane Islah · SSRN Electronic Journal · 2009 · 56 citations · Full text
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