A new analytical approximation for European puts with stochastic volatility (Q972953): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new analytical approximation for European puts with stochastic volatility |
scientific article |
Statements
A new analytical approximation for European puts with stochastic volatility (English)
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21 May 2010
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singular perturbation
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European put options
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Heston model
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