Spectral methods for volatility derivatives (Q3182744): Difference between revisions
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Revision as of 11:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral methods for volatility derivatives |
scientific article |
Statements
Spectral methods for volatility derivatives (English)
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16 October 2009
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volatility modeling
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volatility smile fitting
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volatility surfaces
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stochastic volatility quantitative finance
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