Approximating stochastic volatility by recombinant trees (Q744390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating stochastic volatility by recombinant trees |
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Approximating stochastic volatility by recombinant trees (English)
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25 September 2014
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stochastic volatility
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recombinant trees
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Heston model
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weak convergence
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