Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929)
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scientific article; zbMATH DE number 1040342
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| English | Option Pricing Under Incompleteness and Stochastic Volatility |
scientific article; zbMATH DE number 1040342 |
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Option Pricing Under Incompleteness and Stochastic Volatility (English)
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31 August 1997
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option pricing
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stochastic volatility
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incomplete markets
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equivalent martingale measures
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stochastic numerical methods
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0.9506049
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0.9390252
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0.93625224
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0.9312183
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0.92955685
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