PRICING OF QUANTO OPTION UNDER THE HULL AND WHITE STOCHASTIC VOLATILITY MODEL (Q2851116)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING OF QUANTO OPTION UNDER THE HULL AND WHITE STOCHASTIC VOLATILITY MODEL |
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PRICING OF QUANTO OPTION UNDER THE HULL AND WHITE STOCHASTIC VOLATILITY MODEL (English)
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9 October 2013
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quanto option
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stochastic volatility model
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Hull-White model
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correlation expansion method
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