Path dependent volatility (Q940996): Difference between revisions
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Latest revision as of 16:06, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Path dependent volatility |
scientific article |
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Path dependent volatility (English)
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4 September 2008
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option pricing
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Kolmogorov equations
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volatility modeling
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