American option pricing under stochastic volatility: an efficient numerical approach (Q970136)
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| Language | Label | Description | Also known as |
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| English | American option pricing under stochastic volatility: an efficient numerical approach |
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American option pricing under stochastic volatility: an efficient numerical approach (English)
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10 May 2010
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American option pricing
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optimal stopping
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approximate dynamic programming
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stochastic volatility
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Doob-Meyer decomposition
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Monte Carlo
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