Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of advanced stock price models when it becomes exotic: an empirical study |
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Performance of advanced stock price models when it becomes exotic: an empirical study (English)
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27 April 2023
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barrier options
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empirical performance
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advanced stock price models
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stochastic volatility for Lévy processes
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