A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966): Difference between revisions
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English | A spectral-collocation method for pricing perpetual American puts with stochastic volatility |
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A spectral-collocation method for pricing perpetual American puts with stochastic volatility (English)
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27 June 2011
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spectral-collocation method
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perpetual American put options
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Heston model
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