Valuing qualitative options with stochastic volatility (Q3650963)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing qualitative options with stochastic volatility |
scientific article |
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Valuing qualitative options with stochastic volatility (English)
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7 December 2009
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stochastic volatility
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regime-switching environment
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alternative investment
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qualitative option
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corridor option
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