An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model |
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An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (English)
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21 November 2022
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Liu process
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uncertain differential equation
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European option pricing
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Monte Carlo simulation
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