On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183)
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| Language | Label | Description | Also known as |
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| English | On a one time-step Monte Carlo simulation approach of the SABR model: application to European options |
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On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (English)
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27 March 2019
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computational finance
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stochastic-local volatility models
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SABR model
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copulas
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