BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS |
scientific article |
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BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (English)
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22 February 2016
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timer options
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volatility derivatives
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realized variance
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stochastic volatility models
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Bessel processes
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