On the calibration of the 3/2 model (Q1734372): Difference between revisions

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+Q5558293
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+A new Fourier transform algorithm for value-at-risk
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+A new approach for option pricing under stochastic volatility
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+THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
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+Evaluating Derivatives
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+Option pricing with mean reversion and stochastic volatility
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