Pricing double barrier options with fluctuating volatility (Q4648340)
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scientific article; zbMATH DE number 6103857
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| English | Pricing double barrier options with fluctuating volatility |
scientific article; zbMATH DE number 6103857 |
Statements
9 November 2012
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modified Black-Scholes environment
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fluctuating volatility
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conditional probability density function
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0.8352562189102173
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0.8235045075416565
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0.8195343017578125
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0.8033133745193481
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0.7988594174385071
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