Convergence to Black-Scholes for ergodic volatility models (Q3373764)
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scientific article; zbMATH DE number 5010115
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| default for all languages | No label defined |
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| English | Convergence to Black-Scholes for ergodic volatility models |
scientific article; zbMATH DE number 5010115 |
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Convergence to Black-Scholes for ergodic volatility models (English)
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9 March 2006
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0.8353731632232666
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0.8296416401863098
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0.8232973217964172
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0.816291332244873
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0.8081444501876831
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