Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104): Difference between revisions

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Latest revision as of 00:30, 1 August 2024

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Performance of advanced stock price models when it becomes exotic: an empirical study
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    Performance of advanced stock price models when it becomes exotic: an empirical study (English)
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    27 April 2023
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    barrier options
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    empirical performance
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    advanced stock price models
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    stochastic volatility for Lévy processes
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