A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of option prices under different pricing measures in a stochastic volatility model with correlation |
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A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (English)
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2 May 2006
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stochastic volatility
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pricing measure
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market price of volatility risk
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Heston model
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Hull White model
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