Change of Time Methods in Quantitative Finance (Q2798761)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change of Time Methods in Quantitative Finance |
scientific article |
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Change of Time Methods in Quantitative Finance (English)
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13 April 2016
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change of time
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subordinator
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derivatives pricing
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delayed Heston model
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mean reverting asset model
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volatility swap
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energy markets
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Brownian motion
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Lévy process
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