Exact simulation of the Hull and White stochastic volatility model (Q6572645)
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scientific article; zbMATH DE number 7881218
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| English | Exact simulation of the Hull and White stochastic volatility model |
scientific article; zbMATH DE number 7881218 |
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Exact simulation of the Hull and White stochastic volatility model (English)
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16 July 2024
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simulation
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stochastic volatility
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option pricing
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Laplace transforms
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