American stochastic volatility call option pricing: a lattice based approach (Q375256)
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scientific article; zbMATH DE number 6220648
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American stochastic volatility call option pricing: a lattice based approach |
scientific article; zbMATH DE number 6220648 |
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American stochastic volatility call option pricing: a lattice based approach (English)
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29 October 2013
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options
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numerical pricing
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0.8094755411148071
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0.789430558681488
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0.7880839109420776
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0.7865234613418579
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0.7825635671615601
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