STOCHASTIC VOLATILITY (Q3022059)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC VOLATILITY |
scientific article |
Statements
STOCHASTIC VOLATILITY (English)
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22 June 2005
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change of measure
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stochastic volatility
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Hull and White model
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stochastic calculus
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