No label defined (Q4219085)
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scientific article; zbMATH DE number 1223766
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| 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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0.7969549298286438
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0.7938592433929443
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0.7928902506828308
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