A new simple tree approach for the Heston's stochastic volatility model (Q2203258)
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scientific article; zbMATH DE number 7255530
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new simple tree approach for the Heston's stochastic volatility model |
scientific article; zbMATH DE number 7255530 |
Statements
A new simple tree approach for the Heston's stochastic volatility model (English)
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5 October 2020
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options pricing
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Heston model
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regime-switching model
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trinomial tree method
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finite difference method
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0.8647952675819397
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0.827560544013977
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0.7950471043586731
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0.7894812226295471
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0.785868227481842
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