Models with Uncertain Volatility (Q6153044)
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scientific article; zbMATH DE number 7804256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Models with Uncertain Volatility |
scientific article; zbMATH DE number 7804256 |
Statements
Models with Uncertain Volatility (English)
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13 February 2024
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Black-Scholes model
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Heston model
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uncertain volatility
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viscosity equation
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option
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fair price
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