Robustness analysis on the pricing of some options on two assets with delays (Q2163926)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness analysis on the pricing of some options on two assets with delays |
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Robustness analysis on the pricing of some options on two assets with delays (English)
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11 August 2022
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delay
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robustness
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two-asset options
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Euler-Maruyama approximation
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