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Hi, I am using a programme which does the SSA decomposition. But as we know SSA is NON-CAUSAL. Can anyone throw some light on how to modify SSA to CAUSAL SSA. I appreciate any guidance on this. Thanks

Hi, I am new to Quant but have worked as software developer in risk management product. I need to understand what are the different ways to calculate early expiry volatility. Basically I need it to price serial(strip) option. One of the suggestion was given to use Gabillon Model to calculate...