Pricing turbo warrants under stochastic elasticity of variance (Q508292): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing turbo warrants under stochastic elasticity of variance |
scientific article |
Statements
Pricing turbo warrants under stochastic elasticity of variance (English)
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10 February 2017
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turbo warrant option
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stochastic elasticity of variance
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Ornstein-Uhlenbeck process
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multi-scale analysis
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