The \({\text d}X(t)=Xb(X){\text d}t+X\sigma (X){\text d}W\) equation and financial mathematics. II (Q5389733)
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scientific article; zbMATH DE number 6026963
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| English | The \({\text d}X(t)=Xb(X){\text d}t+X\sigma (X){\text d}W\) equation and financial mathematics. II |
scientific article; zbMATH DE number 6026963 |
Statements
23 April 2012
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stochastic differential equation
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stochastic volatility
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price
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European call option
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Monte Carlo approximation
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0.7387394309043884
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0.7357403039932251
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0.7304217219352722
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