American option pricing under two stochastic volatility processes (Q278970)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under two stochastic volatility processes |
scientific article |
Statements
American option pricing under two stochastic volatility processes (English)
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27 April 2016
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American options
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Fourier transform
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Laplace transform
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method of characteristics
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