Valuing qualitative options with stochastic volatility (Q3650963): Difference between revisions

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Revision as of 23:39, 19 March 2024

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Valuing qualitative options with stochastic volatility
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    Valuing qualitative options with stochastic volatility (English)
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    7 December 2009
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    stochastic volatility
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    regime-switching environment
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    alternative investment
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    qualitative option
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    corridor option
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