The pricing of options on assets with stochastic volatilities (Q3374309)
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scientific article; zbMATH DE number 5010680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The pricing of options on assets with stochastic volatilities |
scientific article; zbMATH DE number 5010680 |
Statements
9 March 2006
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European call
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series form
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numerical solutions
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Black-Scholes price
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0.8496965765953064
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0.8476955890655518
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0.847694993019104
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0.8445728421211243
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