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scientific article; zbMATH DE number 1223766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1223766 |
Statements
15 November 1998
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stochastic volatility
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asset price
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asymptotic analysis of derivative prices
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asymptotic formula for options pricing
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volatility risk
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