Complete Models with Stochastic Volatility (Q4213031)
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scientific article; zbMATH DE number 1208362
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Complete Models with Stochastic Volatility |
scientific article; zbMATH DE number 1208362 |
Statements
Complete Models with Stochastic Volatility (English)
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29 November 1998
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continuous-time price process
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nonconstant volatility
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option prices
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European call option
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0.9465742
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0.9260355
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0.9066012
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