Pricing perpetual American puts under multi-scale stochastic volatility (Q3143624)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing perpetual American puts under multi-scale stochastic volatility |
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Pricing perpetual American puts under multi-scale stochastic volatility (English)
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3 December 2012
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perturbation method
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perpetual American put options
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multi-scale stochastic volatility
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