Pricing vulnerable fader options under stochastic volatility models (Q2691481): Difference between revisions
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Latest revision as of 19:18, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable fader options under stochastic volatility models |
scientific article |
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Pricing vulnerable fader options under stochastic volatility models (English)
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29 March 2023
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vulnerable fader options
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path-dependent derivatives
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stochastic volatility
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default risk
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