Pricing vulnerable options under a stochastic volatility model (Q2349261): Difference between revisions
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Latest revision as of 03:25, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options under a stochastic volatility model |
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Pricing vulnerable options under a stochastic volatility model (English)
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22 June 2015
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vulnerable option
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stochastic volatility
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multiscale
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