A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL |
scientific article |
Statements
A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (English)
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6 April 2006
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multidimensional Black-Scholes model
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stochastic volatilities and correlations
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pricing of contingent claims
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