MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES |
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MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (English)
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21 January 2015
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stochastic volatility
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perturbation method
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options on futures
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futures price
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commodities
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