Towards the exact simulation using hyperbolic Brownian motion (Q1684776)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards the exact simulation using hyperbolic Brownian motion |
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Towards the exact simulation using hyperbolic Brownian motion (English)
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12 December 2017
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parametrix
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hyperbolic
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Brownian motion
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SABR model
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McKean's kernel
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exact simulation
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