CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE (Q3637886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE |
scientific article |
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CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE (English)
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14 July 2009
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convergence rate
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European option
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stochastic volatility
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