Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299)
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| English | Barrier option pricing under the 2-hypergeometric stochastic volatility model |
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Barrier option pricing under the 2-hypergeometric stochastic volatility model (English)
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27 September 2017
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finance
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option pricing theory
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stochastic volatility
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asymptotic analysis
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regular perturbation method
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0.94563705
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0.9372605
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0.9315131
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0.92840904
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0.9252579
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0.9250108
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0.9201815
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0.9159351
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