A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian approximation scheme for computation of option prices in stochastic volatility models |
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A Gaussian approximation scheme for computation of option prices in stochastic volatility models (English)
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13 June 2016
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central limit theorem
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option pricing
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stochastic volatility
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foreign exchange
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Markov chain Monte Carlo
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