A mixed PDE/Monte-Carlo method for stochastic volatility models (Q1018129)
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scientific article; zbMATH DE number 5553625
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| English | A mixed PDE/Monte-Carlo method for stochastic volatility models |
scientific article; zbMATH DE number 5553625 |
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A mixed PDE/Monte-Carlo method for stochastic volatility models (English)
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13 May 2009
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0.8638171553611755
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0.8553099036216736
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0.8214949369430542
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0.8041940927505493
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0.7969545722007751
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