Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of vulnerable options under hybrid stochastic and local volatility |
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Pricing of vulnerable options under hybrid stochastic and local volatility (English)
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16 May 2022
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hybrid stochastic and local volatility
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vulnerable option
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asymptotic analysis
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Monte Carlo simulation
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