Financial modeling in a fast mean-reverting stochastic volatility environment (Q1012317): Difference between revisions
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Revision as of 03:32, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial modeling in a fast mean-reverting stochastic volatility environment |
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Financial modeling in a fast mean-reverting stochastic volatility environment (English)
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15 April 2009
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incomplete markets
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option pricing
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stochastic equations
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stochastic volatility
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