Jesper Andreasen Free People Check 

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Google News: Cutting Edge: the year of CVA

[Risk.net] - In the first of their two contributions, Danske Bank's Jesper Andreasen and Brian Huge developed a method for interpolating implied volatilities across strikes – they would later incorporate this into a radical rethinking of the calibration problem in
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Forename "Jesper" (2497)
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