The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The characteristic function of Gaussian stochastic volatility models: an analytic expression |
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The characteristic function of Gaussian stochastic volatility models: an analytic expression (English)
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26 September 2022
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stochastic volatility models
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non-Markovian models
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fast pricing
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