Option Pricing Under GARCH Processes Using PDE Methods (Q3098308): Difference between revisions
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Revision as of 09:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing Under GARCH Processes Using PDE Methods |
scientific article |
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Option Pricing Under GARCH Processes Using PDE Methods (English)
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17 November 2011
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asset pricing
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algorithms
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stochastic
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