Option pricing in incomplete markets (Q2339079)
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scientific article; zbMATH DE number 6420999
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing in incomplete markets |
scientific article; zbMATH DE number 6420999 |
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Option pricing in incomplete markets (English)
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30 March 2015
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option pricing
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stochastic volatility
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Heston model
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incomplete markets
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exponential utility function
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0.8247537016868591
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0.8100942969322205
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0.8084269762039185
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