On a symmetrization of diffusion processes (Q5245460): Difference between revisions
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scientific article; zbMATH DE number 6423504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a symmetrization of diffusion processes |
scientific article; zbMATH DE number 6423504 |
Statements
On a symmetrization of diffusion processes (English)
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8 April 2015
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barrier options
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multi-boundary
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static hedge
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numerical scheme
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reflection groups
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stochastic volatility models
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