EXACT SIMULATION OF THE 3/2 MODEL (Q3166709)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXACT SIMULATION OF THE 3/2 MODEL |
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EXACT SIMULATION OF THE 3/2 MODEL (English)
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15 October 2012
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stochastic volatility model
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3/2 model
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exact simulation
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variance reduction techniques
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