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scientific article; zbMATH DE number 7339178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7339178 |
Statements
26 April 2021
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pricing of financial derivatives
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switch corridor variance swap
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Heston model
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control variate
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Monte Carlo method
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affine diffusion processes
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