Stochastic elasticity of variance with stochastic interest rates (Q892883)
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scientific article; zbMATH DE number 6507996
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| English | Stochastic elasticity of variance with stochastic interest rates |
scientific article; zbMATH DE number 6507996 |
Statements
Stochastic elasticity of variance with stochastic interest rates (English)
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12 November 2015
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averaging principle
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stochastic elasticity of variance
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stochastic interest rate
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implied volatility
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0.829681932926178
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0.7947677969932556
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0.7823165059089661
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0.7766687273979187
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0.7587898373603821
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