Option pricing with mean reversion and stochastic volatility (Q1011280)
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scientific article; zbMATH DE number 5541444
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing with mean reversion and stochastic volatility |
scientific article; zbMATH DE number 5541444 |
Statements
Option pricing with mean reversion and stochastic volatility (English)
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8 April 2009
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finance
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option pricing
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mean reversion
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stochastic volatility
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0.8395575881004333
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0.8311735391616821
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0.817331075668335
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0.8066369891166687
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