Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expressions of forward starting option price in Hull-White stochastic volatility model |
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Expressions of forward starting option price in Hull-White stochastic volatility model (English)
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17 June 2022
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forward starting option
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Hull-White stochastic volatility model
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Yor's formula
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asymptotic expansion
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