Valuation of FX barrier options under stochastic volatility (Q1000409): Difference between revisions
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Latest revision as of 09:30, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of FX barrier options under stochastic volatility |
scientific article |
Statements
Valuation of FX barrier options under stochastic volatility (English)
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6 February 2009
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barrier options
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stochastic volatility
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Monte Carlo simulation
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variance reduction
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