A fast calibrating volatility model for option pricing (Q319158)

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A fast calibrating volatility model for option pricing
scientific article

    Statements

    title
    A fast calibrating volatility model for option pricing (English)
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    author
    Paresh Date
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    Suren Islyaev
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    publication date
    6 October 2016
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    zbMATH Keywords
    stochastic volatility models
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    option pricing
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    Identifiers

    zbMATH DE Number
    6633442
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