Stochastic volatility models with application in option pricing (Q2324121)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models with application in option pricing |
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Stochastic volatility models with application in option pricing (English)
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13 September 2019
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stochastic volatility model
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Black-Scholes model
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random volatility
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Taylor expansion
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modified option pricing formula
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