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scientific article; zbMATH DE number 1487767
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| English | No label defined |
scientific article; zbMATH DE number 1487767 |
Statements
27 January 2004
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risk neutral measure
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stochastic volatility
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Markov chain
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semi-Markov process
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European all option pricing
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Black-Scholes formula
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0.93571526
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0.9330704
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0.9144682
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0.9097473
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