Pricing exotic derivatives exploiting structure (Q299917): Difference between revisions

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Revision as of 02:10, 20 March 2024

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Pricing exotic derivatives exploiting structure
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    Pricing exotic derivatives exploiting structure (English)
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    23 June 2016
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    CEV process
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    discrete monitoring
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    exotic derivatives
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    matrix factorization
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    numerical quadrature
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    option pricing
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