Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model (Q1030860)
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| Language | Label | Description | Also known as |
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| English | Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model |
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Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model (English)
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3 July 2009
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stochastic volatility models
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Fokker Planck equation
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variance options
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