Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898)
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scientific article; zbMATH DE number 5675269
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| English | Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates |
scientific article; zbMATH DE number 5675269 |
Statements
Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (English)
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26 February 2010
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computational methods
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foreign exchange options
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stochastic volatility
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0.8927487134933472
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0.867186427116394
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0.8492465615272522
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0.8329271674156189
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