Semi-closed form cubature and applications to financial diffusion models (Q5397417)
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scientific article; zbMATH DE number 6260370
Language | Label | Description | Also known as |
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English | Semi-closed form cubature and applications to financial diffusion models |
scientific article; zbMATH DE number 6260370 |
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Semi-closed form cubature and applications to financial diffusion models (English)
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20 February 2014
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stochastic volatility
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stochastic differential equations
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Monte Carlo methods
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