Stochastic covariance and dimension reduction in the pricing of basket options (Q345719): Difference between revisions

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Revision as of 00:12, 9 December 2024

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Stochastic covariance and dimension reduction in the pricing of basket options
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    Stochastic covariance and dimension reduction in the pricing of basket options (English)
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    2 December 2016
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    principal components
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    basket options
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    stochastic covariance
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