Robustness analysis on the pricing of some options on two assets with delays (Q2163926): Difference between revisions

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Latest revision as of 17:03, 14 September 2024

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Robustness analysis on the pricing of some options on two assets with delays
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    Robustness analysis on the pricing of some options on two assets with delays (English)
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    11 August 2022
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    delay
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    robustness
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    two-asset options
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    Euler-Maruyama approximation
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