Application of power series approximation techniques to valuation of European style options (Q5014193)

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scientific article; zbMATH DE number 7436789
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Application of power series approximation techniques to valuation of European style options
scientific article; zbMATH DE number 7436789

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    Application of power series approximation techniques to valuation of European style options (English)
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    1 December 2021
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    Fourier transforms
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    stochastic volatility
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    stochastic interest rate
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    power series representation
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    European option
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    variable annuities
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