ASYMPTOTIC APPROXIMATIONS FOR PRICING DERIVATIVES UNDER MEAN-REVERTING PROCESSES (Q2816960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC APPROXIMATIONS FOR PRICING DERIVATIVES UNDER MEAN-REVERTING PROCESSES |
scientific article |
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ASYMPTOTIC APPROXIMATIONS FOR PRICING DERIVATIVES UNDER MEAN-REVERTING PROCESSES (English)
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26 August 2016
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derivative pricing
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mean-reverting processes
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asymptotic approximations
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